/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final double timeStep = process.getTimeDiscretization( ).getTimeStep( timeIndex) ;final double dt = process.getTimeDiscretization( ).getTimeStep( timeIndex) ;
final double dt = process.getTimeDiscretization ( ) .getTimeStep ( timeIndex ) ;
public LIBORMarketModel getCloneWithModifiedData(final Map<String, Object> dataModified) { throw new UnsupportedOperationException(); } private RandomVariable getShortRate(final MonteCarloProcess process, final int timeIndex) throws CalculationException { final double time = process.getTime(timeIndex); RandomVariable value = process.getProcessValue(timeIndex, 0); <extra_id_0> final double zeroRate = -Math.log(discountCurveFromForwardCurve.getDiscountFactor(time+dt)/discountCurveFromForwardCurve.getDiscountFactor(time)) / dt; double alpha = zeroRate; if(driftFormula == DriftFormula.DISCRETE) { alpha += getIntegratedDriftAdjustment(process, timeIndex); } else if(driftFormula == DriftFormula.ANALYTIC) { alpha += getDV(0,time);