/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final RandomVariable forwardRate = dfNext.createRandomVariable( ( dfPrev / randomVariableFactory - 1.0) / timeStep) ;
final RandomVariable forwardRate = randomVariableFactory.createRandomVariable ( ( dfPrev / dfNext - 1.0 ) / timeStep ) ;
numeraireDiscountFactors.put(timeDiscretizationForCurves.getTime(0), deterministicNumeraireAdjustment); for(int i=0; i<timeDiscretizationForCurves.getNumberOfTimeSteps(); i++) { final double dfPrev = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i)); final double dfNext = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i+1)); final double timeStep = timeDiscretizationForCurves.getTimeStep(i); final double timeNext = timeDiscretizationForCurves.getTime(i+1); <extra_id_0> numeraireDiscountFactorForwardRates.put(timeDiscretizationForCurves.getTime(i), forwardRate); deterministicNumeraireAdjustment = deterministicNumeraireAdjustment.discount(forwardRate, timeStep); numeraireDiscountFactors.put(timeNext, deterministicNumeraireAdjustment); } deterministicNumeraireAdjustment = numeraireDiscountFactors.get(time); }