/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization( process.getTime( timeIndex) ) ;final double shortPeriodStart = liborPeriodDiscretization.getTime( periodEndIndex-1) ;
final double shortPeriodStart = liborPeriodDiscretization.getTime ( periodEndIndex-1 ) ;
final RandomVariable integratedVariance = getIntegratedVariance(process, timeIndex, liborPeriodDiscretization.getTime(periodStartIndex-1), liborPeriodDiscretization.getTime(periodStartIndex)); stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), covarianceModel.getScaledTenorTime(periodStart, shortPeriodEnd)); } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1; final RandomVariable stateVariable = process.getProcessValue(timeIndex, periodEndIndex-1); <extra_id_0> final double tenorRefinementWeight = getWeightForTenorRefinement(shortPeriodStart, liborPeriodDiscretization.getTime(periodEndIndex), shortPeriodStart, periodEnd); final RandomVariable integratedVariance = getIntegratedVariance(process, timeIndex, liborPeriodDiscretization.getTime(periodEndIndex-1), liborPeriodDiscretization.getTime(periodEndIndex)); stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), covarianceModel.getScaledTenorTime(shortPeriodStart,periodEnd)); periodEndIndex--; } for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) {