/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTwoParameterExponentialForm.java
} volatilityInstanteaneous = randomVariableFactory.createRandomVariable( 0.0) ;
volatilityInstanteaneous = randomVariableFactory.createRandomVariable ( 0.0 ) ; }
final double time = getTimeDiscretization().getTime(timeIndex); final double maturity = getLiborPeriodDiscretization().getTime(liborIndex); final double timeToMaturity = maturity-time; RandomVariable volatilityInstanteaneous; if(timeToMaturity <= 0) { <extra_id_0> else { volatilityInstanteaneous = a.mult(b.mult(-timeToMaturity).exp()); } volatility[timeIndex][liborIndex] = volatilityInstanteaneous; }