/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable meanReversion = volatilityModel.getMeanReversion( timeIndex-1) ;final RandomVariable volatilityEffective = scaling.mult( volatilityModel.getVolatility( timeIndexVolatility) ) ;
final RandomVariable volatilityEffective = scaling.mult ( volatilityModel.getVolatility ( timeIndexVolatility ) ) ;
if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility); final RandomVariable meanReversionTimesTime = meanReversion.mult(-2.0 * (timeNext-time)); final RandomVariable scaling = meanReversionTimesTime.exp().sub(1.0).div(meanReversionTimesTime).sqrt(); <extra_id_0> RandomVariable factorLoading1, factorLoading2; if(componentIndex == 0) { factorLoading1 = volatilityEffective; factorLoading2 = new Scalar(0.0); } else if(componentIndex == 1) {