/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
int periodEndIndex = numeriareDiscretization.getTimeIndex( periodEnd) ;int periodStartIndex = numeriareDiscretization.getTimeIndex( periodStart) ;
int periodStartIndex = numeriareDiscretization.getTimeIndex ( periodStart ) ;
return integratedVariance; } private double getWeightForTenorRefinement(final double periodStartPrevious, final double periodEndPrevious, final double periodStart, final double periodEnd) { final TimeDiscretization numeriareDiscretization = liborPeriodDiscretizations[0]; final int periodStartPreviousIndex = numeriareDiscretization.getTimeIndex(periodStartPrevious); final int periodEndPreviousIndex = numeriareDiscretization.getTimeIndex(periodEndPrevious); <extra_id_0> int periodEndIndex = numeriareDiscretization.getTimeIndex(periodEnd); if(periodStartIndex < 0) { periodStartIndex = -periodStartIndex-1; } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1-1;