/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
if( tentorIntervalStartIndex+tenorInterval >= liborPeriodDiscretizations[discretizationLevelIndex].getTime( ) ) {
if ( tentorIntervalStartIndex+tenorInterval >= liborPeriodDiscretizations[discretizationLevelIndex].getNumberOfTimes ( ) ) {
final double firstTime = liborPeriodDiscretizations[0].getTime(liborPeriodDiscretizations[0].getTimeIndexNearestLessOrEqual(time)); double lastTime = firstTime; tenorTimes.add(firstTime); for(int discretizationLevelIndex = 0; discretizationLevelIndex<liborPeriodDiscretizations.length; discretizationLevelIndex++) { final int tentorIntervalStartIndex = liborPeriodDiscretizations[discretizationLevelIndex].getTimeIndexNearestLessOrEqual(lastTime)+1; for(int tenorInterval=0; tenorInterval<numberOfDiscretizationIntervals[discretizationLevelIndex]; tenorInterval++) { <extra_id_0> break; } lastTime = liborPeriodDiscretizations[discretizationLevelIndex].getTime(tentorIntervalStartIndex+tenorInterval); lastTime = liborPeriodDiscretizations[0].getTime(liborPeriodDiscretizations[0].getTimeIndexNearestLessOrEqual(lastTime)); tenorTimes.add(lastTime); }