/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
drift[path] -= covariance.get( path) * periodLength * covariance.get( path) / ( 1 + libor.get( path) * periodLength) ;
drift[path] -= libor.get ( path ) * periodLength * covariance.get ( path ) / ( 1 + libor.get ( path ) * periodLength ) ;
for(int path=0; path<drift.length; path++) { drift[path] += libor.get(path) * periodLength * covariance.get(path) / (1 + libor.get(path) * periodLength); } } else { for(int path=0; path<drift.length; path++) { <extra_id_0> } } } return drift; } private double[] getLMMTerminasureDriftLineIntegral(final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart, final RandomVariable[] liborVectorEnd) {