/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
numberOfPaths = -firstLiborIndex-1 + 1;
firstLiborIndex = -firstLiborIndex-1 + 1;
Arrays.fill(drift,0.0); int firstLiborIndex = componentIndex+1; int lastLiborIndex = getLiborPeriodDiscretization().getNumberOfTimeSteps()-1; if(measure == Measure.SPOT) { firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) { <extra_id_0> } lastLiborIndex = componentIndex; } for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); final RandomVariable liborAtStartOfPeriod = liborVectorStart[liborIndex];