/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final RandomVariable driftEulerWithPredictor = getDriftEuler( process, timeIndex, timeIndex, realizationPredictor) ;
final RandomVariable driftEulerWithPredictor = getDriftEuler ( process, timeIndex, componentIndex, realizationPredictor ) ;
private RandomVariable getDrift(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { if(process.getTime(timeIndex) >= this.getLiborPeriod(componentIndex)) { return null; } if(driftApproximationMethod == Driftapproximation.PREDICTOR_CORRECTOR && realizationPredictor != null) { RandomVariable drift = getDriftEuler(process, timeIndex, componentIndex, realizationAtTimeIndex); <extra_id_0> drift = drift.add(driftEulerWithPredictor).div(2.0); return drift; } else if(driftApproximationMethod == Driftapproximation.LINE_INTEGRAL && realizationPredictor != null) { return getDriftLineIntegral(process, timeIndex, componentIndex, realizationAtTimeIndex, realizationPredictor); }