/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
RandomVariable value = process.getProcessValue( timeIndex, 0) ;final double time = process.getTime( timeIndex) ;
final double time = process.getTime ( timeIndex ) ;
numeraire = numeraire.mult(deterministicNumeraireAdjustment); } return numeraire; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { <extra_id_0> final double timeNext = process.getTime(timeIndex+1); int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time); if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } final double meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility).doubleValue();