/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
final double dt = process.getTimeDiscretization( ).getTimeStep( i) ; final RandomVariable rate = getShortRate( process, i) ;for( int i=0; i<timeIndex; i++) {
for ( int i=0; i<timeIndex; i++ ) { final RandomVariable rate = getShortRate ( process, i ) ; final double dt = process.getTimeDiscretization ( ) .getTimeStep ( i ) ;
numerairesProcess = process; } RandomVariable numeraire = numeraires.get(timeIndex); if(numeraire == null) { final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); RandomVariable integratedRate = zero; <extra_id_0> integratedRate = integratedRate.addProduct(rate, dt); numeraire = integratedRate.exp(); numeraires.put(i+1, numeraire); } } if(discountCurve != null) {