/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
private final AnalyticModel  analyticModel; private String   forwardCurveName;
private String   forwardCurveName; private final AnalyticModel  analyticModel;
private enum DriftFormula { ANALYTIC, DISCRETE } private final DriftFormula driftFormula; private final TimeDiscretization liborPeriodDiscretization; <extra_id_0> private final ForwardCurve forwardRateCurve; private final DiscountCurve discountCurve; private final DiscountCurve discountCurveFromForwardCurve; private final RandomVariableFactory randomVariableFactory = new RandomVariableFromArrayFactory(); private final ConcurrentHashMap<Integer, RandomVariable> numeraires; private MonteCarloProcess numerairesProcess = null;