/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
liborPeriodIndex = model.getLiborPeriodIndex( exerciseDate) ; basisFunction = new RandomVariableFromDoubleArray( exerciseDate, 1.0) ;
basisFunction = new RandomVariableFromDoubleArray ( exerciseDate, 1.0 ) ; liborPeriodIndex = model.getLiborPeriodIndex ( exerciseDate ) ;
basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction); } <extra_id_0> liborPeriodIndexEnd = model.getNumberOfLibors(); final double periodLength3 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); if(periodLength3 != periodLength1 && periodLength3 != periodLength2) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction);