/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
if( liborPeriodIndex > 0) {
if ( liborPeriodIndex < 0 ) {
basisFunction = model.getRandomVariableForConstant(1.0); basisFunctions.add(basisFunction); int liborPeriodIndex, liborPeriodIndexEnd; RandomVariable rate; basisFunction = model.getRandomVariableForConstant(1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); <extra_id_0> liborPeriodIndex = -liborPeriodIndex-1; } liborPeriodIndexEnd = liborPeriodIndex+1; final double periodLength1 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength1);