/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable inverseForwardBondAsOfZero = getForwardRate ( process, 0.0, time, maturity ) .mult ( maturity-time ) .add ( 1.0 ) ;
final RandomVariable numeraire = numeraireNormalized.div(discountFactor); return numeraire; } @Override public RandomVariable getForwardDiscountBond(final MonteCarloProcess process, final double time, final double maturity) throws CalculationException { final RandomVariable inverseForwardBondAsOfTime = getForwardRate(process, time, time, maturity).mult(maturity-time).add(1.0); <extra_id_0> final RandomVariable forwardDiscountBondAsOfZero = getDiscountFactor(process, maturity).div(getDiscountFactor(process, time)); return forwardDiscountBondAsOfZero.mult(inverseForwardBondAsOfZero).div(inverseForwardBondAsOfTime); } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex);