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