/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
stateVariableSum = stateVariableSum.div( covarianceModel.getScaledTenorTime( periodStart,periodEnd) ) ;final double tenor = covarianceModel.getScaledTenorTime( periodStart, shortPeriodEnd) ;
final double tenor = covarianceModel.getScaledTenorTime ( periodStart, shortPeriodEnd ) ;
throw new IllegalArgumentException(); } final RandomVariable stateVariable = stateVariables[periodStartIndex-1]; final double shortPeriodEnd = liborPeriodDiscretization.getTime(periodStartIndex); final double tenorRefinementWeight = getWeightForTenorRefinement(liborPeriodDiscretization.getTime(periodStartIndex-1), shortPeriodEnd, periodStart, shortPeriodEnd); final RandomVariable integratedVariance = stateVariables[getNumberOfLibors()+periodStartIndex-1]; <extra_id_0> stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), tenor); } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1; final RandomVariable stateVariable = stateVariables[periodEndIndex-1]; final double shortPeriodStart = liborPeriodDiscretization.getTime(periodEndIndex-1);