/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
return weight2 - covarianceModel.getScaledTenorTime( periodStart, periodEnd) - weight1 / covarianceModel.getScaledTenorTime( periodStartPrevious, periodEndPrevious) ;
return weight2 / covarianceModel.getScaledTenorTime ( periodStart, periodEnd ) - weight1 / covarianceModel.getScaledTenorTime ( periodStartPrevious, periodEndPrevious ) ;
for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight2 += deltaT * deltaTSum; } if(weight1 > 0) { <extra_id_0> } else { return weight2 / covarianceModel.getScaledTenorTime(periodStart, periodEnd); } } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex)