/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
deterministicNumeraireAdjustment = numeraireDiscountFactors.get( time) ;deterministicNumeraireAdjustment = randomVariableFactory.createRandomVariable( dfInitial) ;
deterministicNumeraireAdjustment = randomVariableFactory.createRandomVariable ( dfInitial ) ;
final double time = timeDiscretizationForCurves.getTime(timeIndex); synchronized(numeraireDiscountFactorForwardRates) { ensureCacheConsistency(process); RandomVariable deterministicNumeraireAdjustment = numeraireDiscountFactors.get(time); if(deterministicNumeraireAdjustment == null) { final double dfInitial = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(0)); <extra_id_0> numeraireDiscountFactors.put(timeDiscretizationForCurves.getTime(0), deterministicNumeraireAdjustment); for(int i=0; i<timeDiscretizationForCurves.getNumberOfTimeSteps(); i++) { final double dfPrev = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i)); final double dfNext = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i+1)); final double timeStep = timeDiscretizationForCurves.getTimeStep(i); final double timeNext = timeDiscretizationForCurves.getTime(i+1);