/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
final RandomVariable factorLoading = numerairesProcess.getStochasticDriver( ).getRandomVariableForConstant( volatilityEffective) ;
final RandomVariable factorLoading = process.getStochasticDriver ( ) .getRandomVariableForConstant ( volatilityEffective ) ;
timeIndexVolatility = -timeIndexVolatility-2; } final double meanReversion = volatilityModel.getMeanReversion(timeIndexVolatility).doubleValue(); final double volatility = volatilityModel.getVolatility(timeIndexVolatility).doubleValue(); final double scaling = Math.sqrt((1.0-Math.exp(-2.0 * meanReversion * (timeNext-time)))/(2.0 * meanReversion * (timeNext-time))); final double volatilityEffective = scaling * volatility; <extra_id_0> return new RandomVariable[] { factorLoading }; } @Override public RandomVariable getRandomVariableForConstant(final double value) { return randomVariableFactory.createRandomVariable(value); }