/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
numeraire = numeraire.accrue( nonDefaultableZeroBond).div( defaultableZeroBondAsOfTimeZero) ;
numeraire = numeraire.mult ( nonDefaultableZeroBond ) .div ( defaultableZeroBondAsOfTimeZero ) ;
return randomVariableFactory.createRandomVariable(discountCurve.getDiscountFactor(curveModel, time)); } RandomVariable numeraire = getNumerairetUnAdjusted(process, time); if (discountCurve != null) { final RandomVariable defaultableZeroBondAsOfTimeZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, time); final double nonDefaultableZeroBond = numeraire.invert().mult(getNumerairetUnAdjusted(process, 0.0)).getAverage(); <extra_id_0> } return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization();