/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTwoParameterExponentialForm.java
volatilityInstanteaneous = randomVariableFactory.createRandomVariable( 0.0d) ;
volatilityInstanteaneous = randomVariableFactory.createRandomVariable ( 0.0 ) ;
final double time = getTimeDiscretization().getTime(timeIndex); final double maturity = getLiborPeriodDiscretization().getTime(liborIndex); final double timeToMaturity = maturity-time; RandomVariable volatilityInstanteaneous; if(timeToMaturity <= 0) { <extra_id_0> } else { volatilityInstanteaneous = a.mult(b.mult(-timeToMaturity).exp()); } volatility[timeIndex][liborIndex] = volatilityInstanteaneous;