/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogenousBachelierModel.java
return time.mult( riskFreeRate).exp( ) ;
return riskFreeRate.mult ( time ) .exp ( ) ;
public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { final double time = process.getTime(timeIndex); return randomVariable.div(riskFreeRate.mult(time).exp()); } @Override public RandomVariable getNumeraire(final MonteCarloProcess process, final double time) { <extra_id_0> } @Override public int getNumberOfComponents() { return 1; } @Override