/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
for( int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) && {
for ( int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++ ) {
for(int periodIndex = periodStartPreviousIndex; periodIndex<periodEndPreviousIndex; periodIndex++) { final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight1 += deltaT * deltaTSum; } double weight2 = 0.0; <extra_id_0> final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight2 += deltaT * deltaTSum; } if(weight1 > 0) { return weight2 / covarianceModel.getScaledTenorTime(periodStart, periodEnd) - weight1 / covarianceModel.getScaledTenorTime(periodStartPrevious, periodEndPrevious);