/src/main/java/net/finmath/montecarlo/interestrate/simple/AbstractLIBORMarketModel.java
final RandomVariable liborOverSubPeriod = getLIBOR( periodIndex) ;
final RandomVariable liborOverSubPeriod = getLIBOR ( timeIndex, periodIndex ) ;
} final double[] libor = new double[getNumberOfPaths()]; java.util.Arrays.fill(libor,1.0); for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { final double subPeriodLength = getLiborPeriod(periodIndex+1) - getLiborPeriod(periodIndex); <extra_id_0> for(int path = 0; path<getNumberOfPaths(); path++) { libor[path] *= (1 + liborOverSubPeriod.get(path) * subPeriodLength); } } for(int path = 0; path<getNumberOfPaths(); path++) { libor[path] -= 1;