/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
final double[] drift = getLMMTerminasureDriftEuler( componentIndex, liborVectorStart) ;
final double[] drift = getLMMTerminasureDriftEuler ( timeIndex, componentIndex, liborVectorStart ) ;
public RandomVariable getDrift(final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final int numberOfPaths = getNumberOfPaths(); final double time = getTime(timeIndex); final RandomVariable[] liborVectorStart = realizationAtTimeIndex; final RandomVariable[] liborVectorEnd = realizationPredictor; if(driftAproximationMethod == Driftapproximation.PREDICTOR_CORRECTOR && liborVectorEnd != null) { <extra_id_0> final double[] driftEulerWithPredictor = getLMMTerminasureDriftEuler(timeIndex, componentIndex, liborVectorEnd); for(int pathIndex=0; pathIndex<numberOfPaths; pathIndex++) { drift[pathIndex] = (drift[pathIndex] + driftEulerWithPredictor[pathIndex]) / 2.0; } return new RandomVariableFromDoubleArray(time, drift); }