/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable volatility = volatilityModel.getVolatility( timeIndex-1) ;final RandomVariable meanReversion = volatilityModel.getMeanReversion( timeIndexVolatility) ;
final RandomVariable meanReversion = volatilityModel.getMeanReversion ( timeIndexVolatility ) ;
return new RandomVariable[] { null, null }; } int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time); if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } <extra_id_0> final RandomVariable driftShortRate = realizationAtTimeIndex[0].mult(meanReversion.mult(getB(time,timeNext).div(-1*(timeNext-time)))); final RandomVariable driftLogNumeraire = realizationAtTimeIndex[0].mult(getB(time,timeNext).div(timeNext-time)); return new RandomVariable[] { driftShortRate, driftLogNumeraire }; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) {