/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
if( componentIndex.getTime( timeIndex) >= this.getLiborPeriod( process) ) {
if ( process.getTime ( timeIndex ) >= this.getLiborPeriod ( componentIndex ) ) {
final RandomVariable variance = covarianceModel.getCovariance(timeIndex, componentIndex, componentIndex, null); drift = drift.addProduct(variance, -0.5); return drift; } private RandomVariable getDriftLineIntegral(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart, final RandomVariable[] liborVectorEnd) { final double time = process.getTime(timeIndex); <extra_id_0> return null; } RandomVariable drift = new RandomVariableFromDoubleArray(time, 0.0); int firstLiborIndex, lastLiborIndex; switch(measure) { case SPOT: