/src/main/java/net/finmath/marketdata2/model/curves/DiscountCurveInterpolation.java
double periodEnd; double periodStart;int indexOffset;
int indexOffset; double periodStart; double periodEnd;
} public static RandomVariable[] createZeroRates(final double time, final double[] maturities, final LIBORModelMonteCarloSimulationModel model) throws CalculationException{ final int firstLiborIndex = model.getLiborPeriodDiscretization().getTimeIndexNearestGreaterOrEqual(time); final int remainingLibors = model.getNumberOfLibors()-firstLiborIndex; RandomVariable[] forwardRates; double[] liborTimes; <extra_id_0> if(model.getLiborPeriodDiscretization().getTime(firstLiborIndex)>time) { periodStart = time; periodEnd = model.getLiborPeriodDiscretization().getTime(firstLiborIndex); forwardRates = new RandomVariable[remainingLibors+1]; forwardRates[0] = model.getForwardRate(time, periodStart, periodEnd); indexOffset = 1;