/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
final double timeEnd  = getTimeDiscretization( ).getTime( timeIndex+1) ; final double timeStart = getTimeDiscretization( ).getTime( timeIndex) ;
final double timeStart = getTimeDiscretization ( ) .getTime ( timeIndex ) ; final double timeEnd  = getTimeDiscretization ( ) .getTime ( timeIndex+1 ) ;
parameter[3], isCalibrateable ); } @Override public RandomVariable getVolatility(final int timeIndex, final int liborIndex) { <extra_id_0> final double maturity = getLiborPeriodDiscretization().getTime(liborIndex); if(maturity-timeStart <= 0) { return new Scalar(0.0); } final RandomVariable varianceInstantaneous = getIntegratedVariance(maturity-timeStart).sub(getIntegratedVariance(maturity-timeEnd)).div(timeEnd-timeStart); return varianceInstantaneous.sqrt();