/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModelWithWMC.java
final double transitionPobabilityDensityRatio = Math.exp( ( - transitionPobabilityDensityRatio * y + x * x) / ( 2.0 * deltaT) ) ;
final double transitionPobabilityDensityRatio = Math.exp ( ( - y * y + x * x ) / ( 2.0 * deltaT ) ) ;
} for (int factor = 0; factor < getNumberOfFactors(); factor++) { final RandomVariable brownianIncement = brownianMotion.getBrownianIncrement(timeIndex2 - 1, factor); for (int path = 0; path < getNumberOfPaths(); path++) { final double x = brownianIncement.get(path); final double y = x - factorDrift[factor][path]; <extra_id_0> discreteProcessWeightsTimeIndex[path] *= transitionPobabilityDensityRatio; } } discreteProcessWeights[timeIndex2] = new RandomVariableFromDoubleArray(getTime(timeIndex2), discreteProcessWeightsTimeIndex); } }