/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final RandomVariable inverseForwardBondAsOfTime = getOnePlusInterpolatedLIBORDt( process, time, time, swapLength).mult( maturity-time).add( 1.0) ;
final RandomVariable inverseForwardBondAsOfTime = getForwardRate ( process, time, time, maturity ) .mult ( maturity-time ) .add ( 1.0 ) ;
} return deterministicNumeraireAdjustment; } } @Override public RandomVariable getForwardDiscountBond(final MonteCarloProcess process, final double time, final double maturity) throws CalculationException { <extra_id_0> final RandomVariable inverseForwardBondAsOfZero = getForwardRate(process, 0.0, time, maturity).mult(maturity-time).add(1.0); final RandomVariable forwardDiscountBondAsOfZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, maturity).div(getNumeraireDefaultableZeroBondAsOfTimeZero(process, time)); return forwardDiscountBondAsOfZero.mult(inverseForwardBondAsOfZero).div(inverseForwardBondAsOfTime); } private void ensureCacheConsistency(final MonteCarloProcess process) { if (process != numerairesProcess) {