/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
if( timeIndex > 0) {
if ( timeIndex >= 0 ) {
return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization(); final int timeIndex = timeDiscretizationForCurves.getTimeIndex(time); <extra_id_0> return getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndex); } else { final int timeIndexPrev = Math.min(-timeIndex-2, getLiborPeriodDiscretization().getNumberOfTimes()-2); final int timeIndexNext = timeIndexPrev+1; final double timePrev = timeDiscretizationForCurves.getTime(timeIndexPrev);