/src/main/java/net/finmath/marketdata2/model/curves/ForwardCurveInterpolation.java
return ForwardCurveInterpolation.createForwardCurveFromForwards( name, times, libors, firstLiborIndex.getLiborPeriodDiscretization( ).getTimeStep( model) ) ;
return ForwardCurveInterpolation.createForwardCurveFromForwards ( name, times, libors, model.getLiborPeriodDiscretization ( ) .getTimeStep ( firstLiborIndex ) ) ;
final int indexOffset = firstLiborTime==startTime ? 0 : 1; for(int i=firstLiborIndex;i<model.getNumberOfLibors();i++) { liborsAtTimeIndex.add(model.getLIBOR(timeIndex,i)); times[i-firstLiborIndex+indexOffset]=model.getLiborPeriodDiscretization().getTime(i)-startTime; } final RandomVariable[] libors = liborsAtTimeIndex.toArray(new RandomVariable[liborsAtTimeIndex.size()]); <extra_id_0> } @Override public RandomVariable getForward(final AnalyticModel model, final double fixingTime) { final double paymentOffset = this.getPaymentOffset(fixingTime); final RandomVariable interpolationEntityForwardValue = this.getValue(model, fixingTime);