/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
int previousTimeIndex = process.getTimeIndex( time) ;final double time = process.getTime( timeIndex) ;
final double time = process.getTime ( timeIndex ) ;
final RandomVariable driftShortRate = realizationAtTimeIndex[0].mult(meanReversion.mult(getB(time,timeNext).div(-1*(timeNext-time)))); final RandomVariable driftLogNumeraire = realizationAtTimeIndex[0].mult(getB(time,timeNext).div(timeNext-time)); return new RandomVariable[] { driftShortRate, driftLogNumeraire }; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> final double timeNext = process.getTime(timeIndex+1); int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time); if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility);