/src/main/java/net/finmath/montecarlo/hybridassetinterestrate/CrossCurrencyLIBORMarketModelFromModels.java
final LIBORModelMonteCarloSimulationModel riskFactorModel = interestRatesModels.get( riskFactorIdentifyer.getName( ) ) ;final MonteCarloProcessFromProcessModel riskFactorModelFX = fxModels.get( riskFactorIdentifyer.getName( ) ) ;
final MonteCarloProcessFromProcessModel riskFactorModelFX = fxModels.get ( riskFactorIdentifyer.getName ( ) ) ;
return forwardRate; } else if(riskFactorIdentifyer instanceof RiskFactorFX) { if(riskFactorIdentifyer.getName().equals(baseModel)) { return new Scalar(1.0); } <extra_id_0> RandomVariable fxRate = riskFactorModelFX.getProcessValue(riskFactorModelFX.getTimeIndex(time), 0); final LIBORModelMonteCarloSimulationModel riskFactorModel = interestRatesModels.get(riskFactorIdentifyer.getName()); fxRate = fxRate.mult(getNumeraire(time)).div(riskFactorModel.getNumeraire(time)); return fxRate; } else {