/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithShiftExtension.java
timeIndexVolatilityModel = -timeIndexVolatilityModel-;
timeIndexVolatilityModel = -timeIndexVolatilityModel-2;
for(int i=1; i<=timeIndex; i++) { final double t = process.getTime(i-1); final double t2 = process.getTime(i); int timeIndexVolatilityModel = volatilityModel.getTimeDiscretization().getTimeIndex(t); if(timeIndexVolatilityModel < 0) { <extra_id_0> } final double meanReversion = volatilityModel.getMeanReversion(timeIndexVolatilityModel).doubleValue(); integratedDriftAdjustment += getShortRateConditionalVariance(0, t) * getB(t,t2)/(t2-t) * (t2-t) - integratedDriftAdjustment * meanReversion * (t2-t) * getB(t,t2)/(t2-t); } return integratedDriftAdjustment; }