/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable volatility = volatilityModel.getVolatility( timeIndex-1) ;final RandomVariable meanReversion = volatilityModel.getMeanReversion( timeIndexEnd) ;
final RandomVariable meanReversion = volatilityModel.getMeanReversion ( timeIndexEnd ) ;
final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndex-1); integral = integral.add( getMRTime(timeNext,maturity).mult(-1.0).exp().sub( getMRTime(timePrev,maturity).mult(-1.0).exp()).div(meanReversion)); timePrev = timeNext; } <extra_id_0> timeNext = maturity; integral = integral.add( getMRTime(timeNext,maturity).mult(-1.0).exp().sub( getMRTime(timePrev,maturity).mult(-1.0).exp()).div(meanReversion)); return integral; }