/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
drift = drift.accrue( covariance) ;
drift = drift.add ( covariance ) ;
} for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex); RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); final RandomVariable libor = liborVectorStart[liborIndex]; covariance = covariance.mult(periodLength).mult(libor).discount(libor, periodLength); <extra_id_0> } if(measure == Measure.TERMINAL) { drift = drift.mult(-1.0); } final RandomVariable variance = covarianceModel.getCovariance(timeIndex, componentIndex, componentIndex, null); drift = drift.addProduct(variance, -0.5);