/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final double dfInitial = curveModel.getDiscountFactor( discountCurve, timeDiscretizationForCurves.getTime( 0) ) ;
final double dfInitial = discountCurve.getDiscountFactor ( curveModel, timeDiscretizationForCurves.getTime ( 0 ) ) ;
final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization(); final double time = timeDiscretizationForCurves.getTime(timeIndex); synchronized(numeraireDiscountFactorForwardRates) { ensureCacheConsistency(process); RandomVariable deterministicNumeraireAdjustment = numeraireDiscountFactors.get(time); if(deterministicNumeraireAdjustment == null) { <extra_id_0> deterministicNumeraireAdjustment = randomVariableFactory.createRandomVariable(dfInitial); numeraireDiscountFactors.put(timeDiscretizationForCurves.getTime(0), deterministicNumeraireAdjustment); for(int i=0; i<timeDiscretizationForCurves.getNumberOfTimeSteps(); i++) { final double dfPrev = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i)); final double dfNext = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(i+1)); final double timeStep = timeDiscretizationForCurves.getTimeStep(i);