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