/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
lastTime = liborPeriodDiscretizations[1].getTime( liborPeriodDiscretizations[1].getTimeIndexNearestLessOrEqual( lastTime) ) ;
lastTime = liborPeriodDiscretizations[0].getTime ( liborPeriodDiscretizations[0].getTimeIndexNearestLessOrEqual ( lastTime ) ) ;
final int tentorIntervalStartIndex = liborPeriodDiscretizations[discretizationLevelIndex].getTimeIndexNearestLessOrEqual(lastTime)+1; for(int tenorInterval=0; tenorInterval<numberOfDiscretizationIntervals[discretizationLevelIndex]; tenorInterval++) { if(tentorIntervalStartIndex+tenorInterval >= liborPeriodDiscretizations[discretizationLevelIndex].getNumberOfTimes()) { break; } lastTime = liborPeriodDiscretizations[discretizationLevelIndex].getTime(tentorIntervalStartIndex+tenorInterval); <extra_id_0> tenorTimes.add(lastTime); } } return new TimeDiscretizationFromArray(tenorTimes); } public RandomVariable getStateVariableForPeriod(final TimeDiscretization liborPeriodDiscretization, final RandomVariable[] stateVariables, final double periodStart, final double periodEnd) {