/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
for( int path=; path<numeraire.length; path++) {
for ( int path=0; path<numeraire.length; path++ ) {
final double[] numeraire = new double[getNumberOfPaths()]; Arrays.fill(numeraire,1.0); for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final RandomVariable libor = getProcessValue(Math.min(timeIndex,liborIndex), liborIndex); final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); if(measure == Measure.SPOT) { <extra_id_0> numeraire[path] *= 1 + libor.get(path) * periodLength; } } else { for(int path=0; path<numeraire.length; path++) { numeraire[path] /= 1 + libor.get(path) * periodLength;