code: public double getShortRateConditionalVariance(double time, double maturity) {
  		return volatility*volatility * (1 - Math.exp(-2*meanReversion*(maturity-time))) / (2*meanReversion);
  
  	}
docs: Calculates the variance \( \mathop{Var}(r(t) \vert r(s) ) \), that is
  \(
  \int_{s}^{t} \sigma^{2}(\tau) \exp(-2 \cdot a \cdot (t-\tau)) \ \mathrm{d}\tau
  \) where \( a \) is the meanReversion and \( \sigma \) is the short rate instantaneous volatility.
  
  @param time The parameter s in \( \int_{s}^{t} \sigma^{2}(\tau) \exp(-2 \cdot a \cdot (t-\tau)) \ \mathrm{d}\tau \)
  @param maturity The parameter t in \( \int_{s}^{t} \sigma^{2}(\tau) \exp(-2 \cdot a \cdot (t-\tau)) \ \mathrm{d}\tau \)
  @return The integrated square volatility.