/src/main/java/net/finmath/montecarlo/interestrate/products/indices/LIBORIndex.java
final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate( paymentDate, LocalDateTime.of( referenceDate, fixingDate.toLocalTime( ) ) ) ;
final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate ( referenceDate, LocalDateTime.of ( paymentDate, fixingDate.toLocalTime ( ) ) ) ;
} public double getPeriodLength(final TermStructureMonteCarloSimulationModel model, final double fixingTime) { if(paymentOffsetCode != null) { final LocalDateTime referenceDate = model.getReferenceDate(); final LocalDateTime fixingDate = FloatingpointDate.getDateFromFloatingPointDate(referenceDate, fixingTime); final LocalDate paymentDate = paymentBusinessdayCalendar.getAdjustedDate(fixingDate.toLocalDate(), paymentOffsetCode, paymentDateRollConvention); <extra_id_0> return paymentTime - fixingTime; } else { return periodLength; } }