/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
final double time   = getTime( path) ;
final double time   = getTime ( timeIndex ) ;
} public Driftapproximation getDriftAproximationMethod() { return driftAproximationMethod; } protected double[] getLMMTerminasureDriftEuler(final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart) { final int numberOfPaths = getNumberOfPaths(); <extra_id_0> final double[] drift = new double[numberOfPaths]; Arrays.fill(drift,0.0); int firstLiborIndex = componentIndex+1; int lastLiborIndex = getLiborPeriodDiscretization().getNumberOfTimeSteps()-1; if(measure == Measure.SPOT) { firstLiborIndex = this.getLiborPeriodIndex(time)+1;