/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructureTenorTimeScalingPicewiseConstant.java
final double timeScaled = timeIntegratedStart - timeIntegratedEnd;
final double timeScaled = timeIntegratedEnd - timeIntegratedStart;
} else { final int timeEndIndexLo = -timeEndIndex-2; timeIntegratedEnd = (timesIntegrated[timeEndIndexLo+1]-timesIntegrated[timeEndIndexLo])/timeDiscretization.getTimeStep(timeEndIndexLo)*(periodEnd-timeDiscretization.getTime(timeEndIndexLo)); } } <extra_id_0> return timeScaled; } @Override public TermStructureTenorTimeScaling getCloneWithModifiedParameters(final double[] parameters) { return new TermStructureTenorTimeScalingPicewiseConstant(timeDiscretization, parameters); }