/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
return getNumeraire( process, previousTime) .mult( volatility) ;
return getNumeraire ( process, previousTime ) .mult ( integratedRate.exp ( ) ) ;
previousTimeIndex = -previousTimeIndex-1; } previousTimeIndex--; final double previousTime = process.getTime(previousTimeIndex); final RandomVariable value = getShortRate(process, previousTimeIndex); final RandomVariable integratedRate = value.mult(time-previousTime); <extra_id_0> } if(process != numerairesProcess) { numeraires.clear(); numerairesProcess = process; } RandomVariable numeraire = numeraires.get(timeIndex);