/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final double dt = simulationTimeDiscretization.getTimeStep( timeIndex) ;final double time   = process.getTime( timeIndex) ;
final double time   = process.getTime ( timeIndex ) ;
} else { return getDriftEuler(process, timeIndex, componentIndex, realizationAtTimeIndex); } } protected RandomVariable getDriftEuler(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart) { <extra_id_0> RandomVariable drift = new RandomVariableFromDoubleArray(time, 0.0); int firstLiborIndex, lastLiborIndex; switch(measure) { case SPOT: firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) {