/src/main/java/net/finmath/montecarlo/interestrate/products/ForwardRateVolatilitySurfaceCurvature.java
integratedLIBORCurvature = integratedLIBORCurvatureCurrentRate.div( numberOfComponents) ;
integratedLIBORCurvature = integratedLIBORCurvature.div ( numberOfComponents ) ;
continue; } integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.div(timeEnd); integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.sqrt(); integratedLIBORCurvature = integratedLIBORCurvature.add(integratedLIBORCurvatureCurrentRate); } <extra_id_0> return integratedLIBORCurvature.sub(tolerance).floor(0.0); } }