/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final double shortPeriodEnd = liborPeriodDiscretization.getTime( periodStartIndex) ;final double shortPeriodStart = liborPeriodDiscretization.getTime( periodEndIndex-1) ;
final double shortPeriodStart = liborPeriodDiscretization.getTime ( periodEndIndex-1 ) ;
final double tenor = covarianceModel.getScaledTenorTime(periodStart, shortPeriodEnd); stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), tenor); } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1; final RandomVariable stateVariable = stateVariables[periodEndIndex-1]; <extra_id_0> final double tenorRefinementWeight = getWeightForTenorRefinement(shortPeriodStart, liborPeriodDiscretization.getTime(periodEndIndex), shortPeriodStart, periodEnd); final RandomVariable integratedVariance = stateVariables[getNumberOfLibors()+periodEndIndex-1]; final double tenor = covarianceModel.getScaledTenorTime(shortPeriodStart, periodEnd); stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), tenor); periodEndIndex--; }