/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable libor = getForwardRate( process, periodStart, periodStart, time) ;
final RandomVariable libor = getForwardRate ( process, periodStart, periodStart, periodEnd ) ;
numeraire = process.getStochasticDriver().getRandomVariableForConstant(1.0); } else { numeraire = getNumeraire(process, liborPeriodDiscretizations[0].getTime(timeIndex-1)); final double periodStart = liborPeriodDiscretizations[0].getTime(timeIndex-1); final double periodEnd = liborPeriodDiscretizations[0].getTime(timeIndex); <extra_id_0> numeraire = numeraire.accrue(libor, periodEnd-periodStart); } numeraires.put(timeIndex, numeraire); } if(discountCurve != null) { final double deterministicNumeraireAdjustment = numeraire.invert().getAverage() / discountCurve.getDiscountFactor(curveModel, time);