/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModelWithWMC.java
for ( int timeIndex2 = 1; timeIndex2 <= getTimeDiscretization( ).getNumberOfTimeSteps( ) +1; timeIndex2++) {
for ( int timeIndex2 = 1; timeIndex2 < getTimeDiscretization ( ) .getNumberOfTimeSteps ( ) +1; timeIndex2++ ) {
final RandomVariable initialValueLog = (this.getInitialValue(componentIndex)).log(); final RandomVariable initialValueLogTarget = (targetScheme.getInitialValue(componentIndex)).log(); initialValueLogShifts[componentIndex] = initialValueLogTarget.sub(initialValueLog); } final BrownianMotion brownianMotion = this.getBrownianMotion(); final double[][] factorDrift = new double[getNumberOfFactors()][getNumberOfPaths()]; <extra_id_0> final double deltaT = this.getTime(timeIndex2) - this.getTime(timeIndex2 - 1); final double[] discreteProcessWeightsTimeIndex = new double[this.getNumberOfPaths()]; for (int path = 0; path < getNumberOfPaths(); path++) { discreteProcessWeightsTimeIndex[path] = discreteProcessWeights[timeIndex2 - 1].get(path); } for (int factor = 0; factor < getNumberOfFactors(); factor++) {