/src/main/java/net/finmath/montecarlo/interestrate/products/components/IndexedValue.java
rate = liborPeriodIndexEnd.getForwardRate( exerciseDate, model.getLiborPeriod( liborPeriodIndex) , model.getLiborPeriod( model) ) ;
rate = model.getForwardRate ( exerciseDate, model.getLiborPeriod ( liborPeriodIndex ) , model.getLiborPeriod ( liborPeriodIndexEnd ) ) ;
basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = model.getNumberOfLibors(); periodLength = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); <extra_id_0> basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); return basisFunctions.toArray(new RandomVariable[0]); }