/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
final long periodStartIndex = liborPeriodDiscretization.getTimeIndex( periodStart) ;
final int periodStartIndex = liborPeriodDiscretization.getTimeIndex ( periodStart ) ;
liborAtTimeIndex[componentIndex] = null; } else { liborAtTimeIndex[componentIndex] = ((LIBORMarketModelWithTenorRefinement)model).getLIBORForStateVariable(periodDiscretization, realizationAtTimeIndex, liborPeriodDiscretization.getTime(componentIndex), liborPeriodDiscretization.getTime(componentIndex+1)); } } <extra_id_0> final int periodEndIndex = liborPeriodDiscretization.getTimeIndex(periodEnd); final RandomVariable[] factorLoadings = covarianceModel.getFactorLoading(time, periodStartIndex, liborAtTimeIndex); if(periodEndIndex > periodStartIndex+1) { for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].mult(liborPeriodDiscretization.getTimeStep(periodStartIndex)); }