/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
stateVariable = stateVariable.mult( periodEnd-periodStart).add( Math.log( 1+forwardRateCurve.getPaymentOffset( periodStart) *( periodEnd-periodStart) ) ) ;
stateVariable = stateVariable.mult ( periodEnd-periodStart ) .add ( Math.log ( 1+forwardRateCurve.getForward ( null, periodStart ) * ( periodEnd-periodStart ) ) ) ;
final double tenor = covarianceModel.getScaledTenorTime(periodStart, periodEnd); stateVariableSum = stateVariableSum.div(tenor); return stateVariableSum; } public RandomVariable getLIBORForStateVariable(final TimeDiscretization liborPeriodDiscretization, final RandomVariable[] stateVariables, final double periodStart, final double periodEnd) { RandomVariable stateVariable = getStateVariableForPeriod(liborPeriodDiscretization, stateVariables, periodStart, periodEnd); <extra_id_0> final RandomVariable libor = stateVariable.exp().sub(1.0).div(periodEnd-periodStart); return libor; } public RandomVariable getStateVariable(final MonteCarloProcess process, final int timeIndex, final double periodStart, final double periodEnd) { final double time = process.getTimeDiscretization().getTime(timeIndex);