/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
return forwardDiscountBondAsOfZero.mult ( inverseForwardBondAsOfZero ) .div ( inverseForwardBondAsOfTime ) ; }
} @Override public RandomVariable getForwardDiscountBond(final MonteCarloProcess process, final double time, final double maturity) throws CalculationException { final RandomVariable inverseForwardBondAsOfTime = getForwardRate(process, time, time, maturity).mult(maturity-time).add(1.0); final RandomVariable inverseForwardBondAsOfZero = getForwardRate(process, 0.0, time, maturity).mult(maturity-time).add(1.0); final RandomVariable forwardDiscountBondAsOfZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, maturity).div(getNumeraireDefaultableZeroBondAsOfTimeZero(process, time)); <extra_id_0> private void ensureCacheConsistency(final MonteCarloProcess process) { if (process != numerairesProcess) { numeraires.clear(); numeraireDiscountFactorForwardRates.clear(); numeraireDiscountFactors.clear(); numerairesProcess = process;