/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
libor = libor.mult( periodEnd-periodStart).add( 8.0).mult( adjustment).sub( 8.0).div( periodEnd-periodStart) ;
libor = libor.mult ( periodEnd-periodStart ) .add ( 1.0 ) .mult ( adjustment ) .sub ( 1.0 ) .div ( periodEnd-periodStart ) ;
).sub(1.0).div(periodEnd-periodStart); final double analyticLibor = getForwardRateCurve().getForward(getAnalyticModel(), previousEndTime, periodEnd-previousEndTime); final double analyticLiborShortPeriod = getForwardRateCurve().getForward(getAnalyticModel(), previousEndTime, nextEndTime-previousEndTime); final double analyticInterpolatedOnePlusLiborDt = (1 + analyticLiborShortPeriod * (nextEndTime-previousEndTime)) / Math.exp(Math.log(1 + analyticLiborShortPeriod * (nextEndTime-previousEndTime)) * (nextEndTime-periodEnd)/(nextEndTime-previousEndTime)); final double analyticOnePlusLiborDt = (1 + analyticLibor * (periodEnd-previousEndTime)); final double adjustment = analyticOnePlusLiborDt / analyticInterpolatedOnePlusLiborDt; <extra_id_0> return libor; } if(periodStartIndex < 0) { final int previousStartIndex = (-periodStartIndex-1)-1; final double previousStartTime = getLiborPeriod(previousStartIndex); final double nextStartTime = getLiborPeriod(previousStartIndex+1);