/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final double deltaT = covarianceModel.getScaledTenorTime( numeriareDiscretization.getTime( periodEndIndex) , numeriareDiscretization
final double deltaT = covarianceModel.getScaledTenorTime ( numeriareDiscretization.getTime ( periodIndex ) , numeriareDiscretization.getTime ( periodIndex+1 ) ) ;
final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight1 += deltaT * deltaTSum; } double weight2 = 0.0; for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { <extra_id_0> final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight2 += deltaT * deltaTSum; } if(weight1 > 0) { return weight2 / covarianceModel.getScaledTenorTime(periodStart, periodEnd) - weight1 / covarianceModel.getScaledTenorTime(periodStartPrevious, periodEndPrevious); } else {