/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
liborPeriodIndexEnd = model.getNumberOfLibors( ) ;liborPeriodIndex = model.getLiborPeriodIndex( exerciseDate) ;
liborPeriodIndex = model.getLiborPeriodIndex ( exerciseDate ) ;
rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength1); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength1); basisFunctions.add(basisFunction); basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); <extra_id_0> liborPeriodIndexEnd = (liborPeriodIndex + model.getNumberOfLibors())/2; final double periodLength2 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); if(periodLength2 != periodLength1) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction);