/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable discountFactorPrev = getDiscountFactor( process, timeIndexPrev) ;final RandomVariable forwardDiscountBondAsOfZero = getDiscountFactor( process, maturity).div( getDiscountFactor( process, time) ) ;
final RandomVariable forwardDiscountBondAsOfZero = getDiscountFactor ( process, maturity ) .div ( getDiscountFactor ( process, time ) ) ;
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); final RandomVariable inverseForwardBondAsOfZero = getForwardRate(process, 0.0, time, maturity).mult(maturity-time).add(1.0); <extra_id_0> 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); final double timeNext = process.getTime(timeIndex+1);