/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
} return discountRate.mult( time).exp( ) ;
return discountRate.mult ( time ) .exp ( ) ; }
@Override public RandomVariable getNumeraire(MonteCarloProcess process, final double time) { if(discountCurveForDiscountRate != null) { return getRandomVariableForConstant(1.0/discountCurveForDiscountRate.getDiscountFactor(time)); } else { <extra_id_0> } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { RandomVariable riskFreeRateAtTimeStep; if(discountCurveForForwardRate != null) { final double time = process.getTime(timeIndex);