/src/main/java/net/finmath/marketdata2/model/curves/ForwardCurveInterpolation.java
liborsAtTimeIndex.add( model.getLIBOR( timeIndex,i) ) ;liborsAtTimeIndex.add( model.getForwardRate( startTime, startTime, firstLiborTime) ) ;
liborsAtTimeIndex.add ( model.getForwardRate ( startTime, startTime, firstLiborTime ) ) ;
public static ForwardCurveInterpolation createForwardCurveFromMonteCarloLiborModel(final String name, final LIBORModelMonteCarloSimulationModel model, final double startTime) throws CalculationException{ final int timeIndex = model.getTimeIndex(startTime); final ArrayList<RandomVariable> liborsAtTimeIndex = new ArrayList<>(); final int firstLiborIndex = model.getLiborPeriodDiscretization().getTimeIndexNearestGreaterOrEqual(startTime); final double firstLiborTime = model.getLiborPeriodDiscretization().getTime(firstLiborIndex); if(firstLiborTime>startTime) { <extra_id_0> } final double[] times = new double[firstLiborTime==startTime ? (model.getNumberOfLibors()-firstLiborIndex) : (model.getNumberOfLibors()-firstLiborIndex+1)]; times[0]=0; final int indexOffset = firstLiborTime==startTime ? 0 : 1; for(int i=firstLiborIndex;i<model.getNumberOfLibors();i++) { liborsAtTimeIndex.add(model.getLIBOR(timeIndex,i));