/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
for( int liborIndex = timeIndex; liborIndex<=lastLiborIndex; liborIndex++) {
for ( int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++ ) {
firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) { firstLiborIndex = -firstLiborIndex-1 + 1; } lastLiborIndex = componentIndex; } <extra_id_0> final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); final RandomVariable libor = liborVectorStart[liborIndex]; final RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); if(measure == Measure.SPOT) { for(int path=0; path<drift.length; path++) { drift[path] += libor.get(path) * periodLength * covariance.get(path) / (1 + libor.get(path) * periodLength);