/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
return liborPeriodDiscretization.getTime( timeIndex) ;final double time = timeDiscretizationForCurves.getTime( timeIndex) ;
final double time = timeDiscretizationForCurves.getTime ( timeIndex ) ;
return numeraireAdjustmentPrev.mult(numeraireAdjustmentNext.div(numeraireAdjustmentPrev).pow((time-timePrev)/(timeNext-timePrev))); } } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final int timeIndex) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization(); <extra_id_0> synchronized(numeraireDiscountFactorForwardRates) { ensureCacheConsistency(process); RandomVariable deterministicNumeraireAdjustment = numeraireDiscountFactors.get(time); if(deterministicNumeraireAdjustment == null) { final double dfInitial = discountCurve.getDiscountFactor(curveModel, timeDiscretizationForCurves.getTime(0)); deterministicNumeraireAdjustment = randomVariableFactory.createRandomVariable(dfInitial);