/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double t2 = process.getTime( i) ;final double time = process.getTime( timeIndex) ;
final double time = process.getTime ( timeIndex ) ;
} @Override public LIBORMarketModel getCloneWithModifiedData(final Map<String, Object> dataModified) { throw new UnsupportedOperationException(); } private RandomVariable getShortRate(final MonteCarloProcess process, final int timeIndex) throws CalculationException { <extra_id_0> RandomVariable value = process.getProcessValue(timeIndex, 0); final double dt = process.getTimeDiscretization().getTimeStep(timeIndex); final double zeroRate = -Math.log(discountCurveFromForwardCurve.getDiscountFactor(time+dt)/discountCurveFromForwardCurve.getDiscountFactor(time)) / dt; double alpha = zeroRate; if(driftFormula == DriftFormula.DISCRETE) { alpha += getIntegratedDriftAdjustment(process, timeIndex);