/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
final RandomVariable covariance = covarianceModel.getCovariance( componentIndex, timeIndex, liborIndex, null) ;
final RandomVariable covariance = covarianceModel.getCovariance ( timeIndex, componentIndex, liborIndex, null ) ;
} lastLiborIndex = componentIndex; } for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); final RandomVariable libor = liborVectorStart[liborIndex]; <extra_id_0> if(measure == Measure.SPOT) { for(int path=0; path<drift.length; path++) { drift[path] += libor.get(path) * periodLength * covariance.get(path) / (1 + libor.get(path) * periodLength); } } else {