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