/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
return weight2 / covarianceModel.getScaledTenorTime( periodEnd, periodStart) ;
return weight2 / covarianceModel.getScaledTenorTime ( periodStart, periodEnd ) ;
final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight2 += deltaT * deltaTSum; } if(weight1 > 0) { return weight2 / covarianceModel.getScaledTenorTime(periodStart, periodEnd) - weight1 / covarianceModel.getScaledTenorTime(periodStartPrevious, periodEndPrevious); } else { <extra_id_0> } } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0);