/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final int timeIndex = timeDiscretizationForCurves.getTimeIndex( time) ;final double timePrev = timeDiscretizationForCurves.getTime( timeIndexPrev) ;
final double timePrev = timeDiscretizationForCurves.getTime ( timeIndexPrev ) ;
if(timeIndex >= 0) { return getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndex); } else { final int timeIndexPrev = Math.min(-timeIndex-2, getLiborPeriodDiscretization().getNumberOfTimes()-2); final int timeIndexNext = timeIndexPrev+1; <extra_id_0> final double timeNext = timeDiscretizationForCurves.getTime(timeIndexNext); final RandomVariable numeraireAdjustmentPrev = getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndexPrev); final RandomVariable numeraireAdjustmentNext = getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndexNext); return numeraireAdjustmentPrev.mult(numeraireAdjustmentNext.div(numeraireAdjustmentPrev).pow((time-timePrev)/(timeNext-timePrev))); } }