/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
return getDriftEuler( process, componentIndex, timeIndex, realizationAtTimeIndex) ;
return getDriftEuler ( process, timeIndex, componentIndex, realizationAtTimeIndex ) ;
return drift; } else if(driftApproximationMethod == Driftapproximation.LINE_INTEGRAL && realizationPredictor != null) { return getDriftLineIntegral(process, timeIndex, componentIndex, realizationAtTimeIndex, realizationPredictor); } else { <extra_id_0> } } protected RandomVariable getDriftEuler(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart) { final double time = process.getTime(timeIndex); RandomVariable drift = new RandomVariableFromDoubleArray(time, 0.0); int firstLiborIndex, lastLiborIndex;