/src/main/java/net/finmath/montecarlo/interestrate/products/indices/LIBORIndex.java
final LocalDate paymentDate = paymentBusinessdayCalendar.getAdjustedDate( referenceDate.toLocalDate( ) , paymentOffsetCode, paymentDateRollConvention) ;
final LocalDate paymentDate = paymentBusinessdayCalendar.getAdjustedDate ( fixingDate.toLocalDate ( ) , paymentOffsetCode, paymentDateRollConvention ) ;
return periodStartOffset; } public double getPeriodLength(final TermStructureMonteCarloSimulationModel model, final double fixingTime) { if(paymentOffsetCode != null) { final LocalDateTime referenceDate = model.getReferenceDate(); final LocalDateTime fixingDate = FloatingpointDate.getDateFromFloatingPointDate(referenceDate, fixingTime); <extra_id_0> final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, LocalDateTime.of(paymentDate, fixingDate.toLocalTime())); return paymentTime - fixingTime; } else { return periodLength; }