/src/main/java/net/finmath/modelling/productfactory/InterestRateMonteCarloProductFactory.java
fixingOffset += ( schedule.getPeriodStart( i) - schedule.getFixing( i) ) / ( i+i) ;
fixingOffset += ( schedule.getPeriodStart ( i ) - schedule.getFixing ( i ) ) / ( i+1 ) ;
private static AbstractIndex constructLiborIndex(final String forwardCurveName, final Schedule schedule) { if(forwardCurveName != null) { double fixingOffset = 0; double periodLength = 0; for(int i = 0; i < schedule.getNumberOfPeriods(); i++) { fixingOffset *= ((double) i) / (i+1); <extra_id_0> periodLength *= ((double) i) / (i+1); periodLength += schedule.getPeriodLength(i) / (i+1); } return new LIBORIndex(forwardCurveName, fixingOffset, periodLength); } else { return null;