/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable rho = getDV( time,timeNext).div( timeNext-time).div( volatilityLogNumeraire.mult( volatilityEffective) ) ;
final RandomVariable rho = getDV ( time,timeNext ) .div ( timeNext-time ) .div ( volatilityEffective.mult ( volatilityLogNumeraire ) ) ;
if(componentIndex == 0) { factorLoading1 = volatilityEffective; factorLoading2 = new Scalar(0.0); } else if(componentIndex == 1) { final RandomVariable volatilityLogNumeraire = getV(time,timeNext).div(timeNext-time).sqrt(); <extra_id_0> factorLoading1 = volatilityLogNumeraire.mult(rho); factorLoading2 = volatilityLogNumeraire.mult(rho.squared().sub(1).mult(-1).sqrt()); } else { throw new IllegalArgumentException(); }