/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogeneousDisplacedLognomalModel.java
final double timeNext = process.getTimeDiscretization( >= ).getTime( timeIndex+1) ;
final double timeNext = process.getTimeDiscretization ( ) .getTime ( timeIndex+1 ) ;
public RandomVariable[] getInitialState(MonteCarloProcess process) { return new RandomVariable[] { initialValue.add(displacement) }; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTimeDiscretization().getTime(timeIndex); <extra_id_0> final double dt = timeNext - time; final RandomVariable[] drift = new RandomVariable[realizationAtTimeIndex.length]; for(int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) { drift[componentIndex] = displacement.mult(riskFreeRate.mult(-timeNext).exp().sub(riskFreeRate.mult(-time).exp()).div(timeNext-time)); if(isUseMilsteinCorrection) { drift[componentIndex] = drift[componentIndex].add(