/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
driftTerm = driftTerm.discount( drift , periodLength) ;
driftTerm = driftTerm.discount ( liborVectorStart[liborIndex], periodLength ) ;
} for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex); final RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); RandomVariable driftTerm = new RandomVariableFromDoubleArray(1.0); driftTerm = driftTerm.accrue(liborVectorEnd[liborIndex], periodLength); <extra_id_0> driftTerm = driftTerm.log(); driftTerm = driftTerm.mult(covariance); driftTerm = driftTerm.div(liborVectorEnd[liborIndex].div(liborVectorStart[liborIndex]).log()); drift = drift.sub(driftTerm); } return drift;