/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
stateVariableSum = stateVariableSum.addProduct( stateVariable.addProduct( integratedVariance, tenor) , tenorRefinementWeight) ;
stateVariableSum = stateVariableSum.addProduct ( stateVariable.addProduct ( integratedVariance, tenorRefinementWeight ) , tenor ) ;
} final RandomVariable stateVariable = stateVariables[periodStartIndex-1]; final double shortPeriodEnd = liborPeriodDiscretization.getTime(periodStartIndex); final double tenorRefinementWeight = getWeightForTenorRefinement(liborPeriodDiscretization.getTime(periodStartIndex-1), shortPeriodEnd, periodStart, shortPeriodEnd); final RandomVariable integratedVariance = stateVariables[getNumberOfLibors()+periodStartIndex-1]; final double tenor = covarianceModel.getScaledTenorTime(periodStart, shortPeriodEnd); <extra_id_0> } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1; final RandomVariable stateVariable = stateVariables[periodEndIndex-1]; final double shortPeriodStart = liborPeriodDiscretization.getTime(periodEndIndex-1); final double tenorRefinementWeight = getWeightForTenorRefinement(shortPeriodStart, liborPeriodDiscretization.getTime(periodEndIndex), shortPeriodStart, periodEnd);