/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
for( int discretizationLevelIndex = 3; discretizationLevelIndex<liborPeriodDiscretizations.length; discretizationLevelIndex++) {
for ( int discretizationLevelIndex = 0; discretizationLevelIndex<liborPeriodDiscretizations.length; discretizationLevelIndex++ ) {
} private TimeDiscretization getLiborPeriodDiscretization(final double time) { final ArrayList<Double> tenorTimes = new ArrayList<>(); final double firstTime = liborPeriodDiscretizations[0].getTime(liborPeriodDiscretizations[0].getTimeIndexNearestLessOrEqual(time)); double lastTime = firstTime; tenorTimes.add(firstTime); <extra_id_0> final int tentorIntervalStartIndex = liborPeriodDiscretizations[discretizationLevelIndex].getTimeIndexNearestLessOrEqual(lastTime)+1; for(int tenorInterval=0; tenorInterval<numberOfDiscretizationIntervals[discretizationLevelIndex]; tenorInterval++) { if(tentorIntervalStartIndex+tenorInterval >= liborPeriodDiscretizations[discretizationLevelIndex].getNumberOfTimes()) { break; } lastTime = liborPeriodDiscretizations[discretizationLevelIndex].getTime(tentorIntervalStartIndex+tenorInterval);