/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
firstLiborIndex =((-firstLiborIndex) - 1) + 1;
if ( firstLiborIndex<0 ) { firstLiborIndex = -firstLiborIndex-1 + 1; }
return initialStateRandomVariable; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); int firstLiborIndex = this.getLiborPeriodIndex(time)+1; <extra_id_0> final RandomVariable[] drift = new RandomVariable[getNumberOfComponents()]; final RandomVariable[][] covarianceFactorSums = new RandomVariable[getNumberOfComponents()][getNumberOfFactors()]; for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { drift[componentIndex] = new RandomVariableFromDoubleArray(0.0); } for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) {