/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
for( long timeIndex=0; timeIndex<liborPeriodDiscretization.getNumberOfTimeSteps( ) ; timeIndex++) {
for ( int timeIndex=0; timeIndex<liborPeriodDiscretization.getNumberOfTimeSteps ( ) ; timeIndex++ ) {
} return numeraire; } @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { final double[] liborInitialStates = new double[liborPeriodDiscretization.getNumberOfTimeSteps()]; <extra_id_0> final double rate = forwardRateCurve.getForward(null, liborPeriodDiscretization.getTime(timeIndex)); liborInitialStates[timeIndex] = Math.log(rate); } final RandomVariable[] initialStateRandomVariable = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { initialStateRandomVariable[componentIndex] = new RandomVariableFromDoubleArray(liborInitialStates[componentIndex]);