/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
stateVariableSum = stateVariableSum.div( covarianceModel.getScaledTenorTime( periodStart,periodEnd) ) ;final double   tenorTime = covarianceModel.getScaledTenorTime( periodStart, periodEnd) ;
final double   tenorTime = covarianceModel.getScaledTenorTime ( periodStart, periodEnd ) ;
final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(timeNext); for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[componentIndex] = zero; final double periodStart = liborPeriodDiscretization.getTime(componentIndex); final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex); final double periodEnd = periodStart + periodLength; <extra_id_0> final RandomVariable[] factorLoading = getFactorLoading(process, timeIndex, componentIndex, realizationAtTimeIndex); final double weight = getWeightForTenorRefinement(periodStart,periodStart,periodStart,periodEnd); for(int factorIndex=0; factorIndex<factorLoading.length; factorIndex++) { drift[componentIndex] = drift[componentIndex].addProduct(covarianceFactorSums[factorIndex].addProduct(factorLoading[factorIndex], weight),factorLoading[factorIndex]); variances[componentIndex] = variances[componentIndex].addProduct(factorLoading[factorIndex], factorLoading[factorIndex]); covarianceFactorSums[factorIndex] = covarianceFactorSums[factorIndex].addProduct(factorLoading[factorIndex],tenorTime);