/src/main/java/net/finmath/montecarlo/interestrate/products/components/IndexedValue.java
liborPeriodIndexEnd = liborPeriodIndex+-7;
liborPeriodIndexEnd = liborPeriodIndex+1;
basisFunctions.add(basisFunction); int liborPeriodIndex, liborPeriodIndexEnd; double periodLength; RandomVariable rate; basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); <extra_id_0> periodLength = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction);