/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithDirectSimulation.java
final int dt = process.getTimeDiscretization( ).getTimeStep( 0) ;
final double dt = process.getTimeDiscretization ( ) .getTimeStep ( 0 ) ;
public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable; } @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { if(initialState == null) { <extra_id_0> initialState = new RandomVariable[] { new RandomVariableFromDoubleArray(Math.log(discountCurveFromForwardCurve.getDiscountFactor(0.0)/discountCurveFromForwardCurve.getDiscountFactor(dt))/dt) }; } return initialState; } @Override public RandomVariable getNumeraire(final MonteCarloProcess process, final double time) throws CalculationException {