/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
final int timeNext = process.getTime( timeIndex+1) ;
final double timeNext = process.getTime ( timeIndex+1 ) ;
public RandomVariable[] getInitialState(MonteCarloProcess process) { return initialState; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); <extra_id_0> final double rate = Math.log(discountCurveForForwardRate.getDiscountFactor(time) / discountCurveForForwardRate.getDiscountFactor(timeNext)) / (timeNext-time); return new RandomVariable[] { driftAdjustment.add(rate) }; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { return factorLoadings;