/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
integratedRate = dt.addProduct( rate, integratedRate) ;
integratedRate = integratedRate.addProduct ( rate, dt ) ;
if(numeraire == null) { final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); RandomVariable integratedRate = zero; for(int i=0; i<timeIndex; i++) { final RandomVariable rate = getShortRate(process, i); final double dt = process.getTimeDiscretization().getTimeStep(i); <extra_id_0> numeraire = integratedRate.exp(); numeraires.put(i+1, numeraire); } } if(discountCurve != null) { final double deterministicNumeraireAdjustment = numeraire.invert().getAverage() / discountCurve.getDiscountFactor(analyticModel, time);