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