/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final double periodLength = liborPeriodDiscretization.getTimeStep( liborIndex) ;final double time  = process.getTime( timeIndex) ;
final double time  = process.getTime ( timeIndex ) ;
initialStateRandomVariable[componentIndex] = new RandomVariableFromDoubleArray(liborInitialStates[componentIndex]); } return initialStateRandomVariable; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { <extra_id_0> int firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) { firstLiborIndex = -firstLiborIndex-1 + 1; } final RandomVariable[] drift = new RandomVariable[getNumberOfComponents()]; final RandomVariable[][] covarianceFactorSums = new RandomVariable[getNumberOfComponents()][getNumberOfFactors()];