/src/main/java/net/finmath/montecarlo/hybridassetinterestrate/CrossCurrencyLIBORMarketModelFromModels.java
if( riskFactorIdentifyer || RiskFactorForwardRate) {
if ( riskFactorIdentifyer instanceof RiskFactorForwardRate ) {
@Override public RandomVariable getNumeraire(String account, double time) throws CalculationException { return interestRatesModels.get(account).getNumeraire(time); } @Override public RandomVariable getValue(RiskFactorID riskFactorIdentifyer, double time) throws CalculationException { <extra_id_0> final RiskFactorForwardRate riskFactorForwardRate = (RiskFactorForwardRate)riskFactorIdentifyer; final LIBORModelMonteCarloSimulationModel riskFactorModel = interestRatesModels.get(riskFactorIdentifyer.getName()); final RandomVariable forwardRate = riskFactorModel.getForwardRate(time,riskFactorForwardRate.getPeriodStart(), riskFactorForwardRate.getPeriodEnd()); if(!riskFactorIdentifyer.getName().equals(baseModel)) { final MonteCarloProcessFromProcessModel riskFactorModelFX = fxModels.get(riskFactorIdentifyer.getName()); final RandomVariable fxRate = riskFactorModelFX.getProcessValue(riskFactorModelFX.getTimeIndex(time), 0);