/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final RandomVariable driftShortRate = realizationAtTimeIndex[0].mult( meanReversion.mult( getB( timeNext,timeNext).div( -1*( timeNext-time) ) ) ) ;
final RandomVariable driftShortRate = realizationAtTimeIndex[0].mult ( meanReversion.mult ( getB ( time,timeNext ) .div ( -1* ( timeNext-time ) ) ) ) ;
} int timeIndexVolatility = volatilityModel.getTimeDiscretization().getTimeIndex(time); if(timeIndexVolatility < 0) { timeIndexVolatility = -timeIndexVolatility-2; } final RandomVariable meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility); <extra_id_0> final RandomVariable driftLogNumeraire = realizationAtTimeIndex[0].mult(getB(time,timeNext).div(timeNext-time)); return new RandomVariable[] { driftShortRate, driftLogNumeraire }; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final double time = process.getTime(timeIndex);