/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
numeraireDiscountFactors.clear( ) ;numeraireDiscountFactorForwardRates.clear( ) ;
numeraireDiscountFactorForwardRates.clear ( ) ;
final RandomVariable forwardDiscountBondAsOfZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, maturity).div(getNumeraireDefaultableZeroBondAsOfTimeZero(process, time)); return forwardDiscountBondAsOfZero.mult(inverseForwardBondAsOfZero).div(inverseForwardBondAsOfTime); } private void ensureCacheConsistency(final MonteCarloProcess process) { if (process != numerairesProcess) { numeraires.clear(); <extra_id_0> numeraireDiscountFactors.clear(); numerairesProcess = process; interpolationDriftAdjustmentsTerminal.clear(); } } protected RandomVariable getNumerairetUnAdjusted(final MonteCarloProcess process, final double time) throws CalculationException {