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