/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithDirectSimulation.java
return new RandomVariable[] { realizationAtTimeIndex[0].mult ( -meanReversionEffective ) .add ( theta ) };
timeIndexVolatility = -timeIndexVolatility-2; } final double meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility).doubleValue(); final double meanReversionEffective = meanReversion*getB(time,timeNext)/(timeNext-time); final double phi = (getDV(0, timeNext) - Math.exp(-meanReversion * (timeNext-time)) * getDV(0, time)) / (timeNext-time); final double theta = forwardChange + meanReversionEffective * forward + phi; <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final double time = process.getTime(timeIndex); final double timeNext = process.getTime(timeIndex+1); int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time);