/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
numeraireUnadjusted = getNumerairetUnAdjusted( process, getLiborPeriod( upperIndex) ) ;RandomVariable numeraire = getNumerairetUnAdjusted( process, time) ;
RandomVariable numeraire = getNumerairetUnAdjusted ( process, time ) ;
} @Override public RandomVariable getNumeraire(final MonteCarloProcess process, double time) throws CalculationException { if(time < 0) { return randomVariableFactory.createRandomVariable(discountCurve.getDiscountFactor(curveModel, time)); } <extra_id_0> if (discountCurve != null) { final RandomVariable defaultableZeroBondAsOfTimeZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, time); final double nonDefaultableZeroBond = numeraire.invert().mult(getNumerairetUnAdjusted(process, 0.0)).getAverage(); numeraire = numeraire.mult(nonDefaultableZeroBond).div(defaultableZeroBondAsOfTimeZero); } return numeraire;