/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
basisFunction = basisFunction.discount( rate, periodLength2) ;basisFunction = basisFunction.discount( rate, periodLength3) ;
basisFunction = basisFunction.discount ( rate, periodLength3 ) ;
basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = model.getNumberOfLibors(); final double periodLength3 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); if(periodLength3 != periodLength1 && periodLength3 != periodLength2) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); <extra_id_0> basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction); } return basisFunctions.toArray(new RandomVariable[0]); }