Fixed getForwardDiscountBond.
@@ -352,7 +352,7 @@ public class HullWhiteModel extends AbstractProcessModel implements ShortRateMod
public RandomVariable getForwardDiscountBond(double time, double maturity) throws CalculationException {
RandomVariable inverseForwardBondAsOfTime = getLIBOR(time, time, maturity).mult(maturity-time).add(1.0);
RandomVariable inverseForwardBondAsOfZero = getLIBOR(0.0, time, maturity).mult(maturity-time).add(1.0);
- RandomVariable forwardDiscountBondAsOfZero = getDiscountFactorFromForwardCurve(maturity).div(getDiscountFactorFromForwardCurve(time));
+ RandomVariable forwardDiscountBondAsOfZero = getDiscountFactor(maturity).div(getDiscountFactor(time));
return forwardDiscountBondAsOfZero.mult(inverseForwardBondAsOfZero).div(inverseForwardBondAsOfTime);
}
