/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
drift = drift.sub( driftTerm) ;drift = drift.addProduct( variance, -0.5) ;
drift = drift.addProduct ( variance, -0.5 ) ;
drift = drift.add(covariance); } if(measure == Measure.TERMINAL) { drift = drift.mult(-1.0); } final RandomVariable variance = covarianceModel.getCovariance(timeIndex, componentIndex, componentIndex, null); <extra_id_0> return drift; } private RandomVariable getDriftLineIntegral(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart, final RandomVariable[] liborVectorEnd) { final double time = process.getTime(timeIndex); if(process.getTime(timeIndex) >= this.getLiborPeriod(componentIndex)) { return null;