/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
drift[componentIndex] = drift[componentIndex].sub( drift[getNumberOfComponents( ) -1 - 4]) ;
drift[componentIndex] = drift[componentIndex].sub ( drift[getNumberOfComponents ( ) -1] ) ;
for(int factorIndex=0; factorIndex<getNumberOfFactors(); factorIndex++) { drift[componentIndex] = drift[componentIndex].addProduct(covarianceFactorSums[componentIndex][factorIndex], factorLoading[factorIndex]); } } if(measure == Measure.TERMINAL) { for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { <extra_id_0> } } for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { final RandomVariable variance = covarianceModel.getCovariance(timeIndex, componentIndex, componentIndex, realizationAtTimeIndex); drift[componentIndex] = drift[componentIndex].addProduct(variance, -0.5); }