/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
liborPeriodIndexEnd = liborPeriodIndex+1;liborPeriodIndex = -liborPeriodIndex-1;
liborPeriodIndex = -liborPeriodIndex-1;
basisFunction = basisFunction.discount(rate, periodLength2); basisFunction = basisFunction.discount(rate, periodLength2); } basisFunction = model.getRandomVariableForConstant(1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); if(liborPeriodIndex < 0) { <extra_id_0> } liborPeriodIndexEnd = model.getNumberOfLibors(); final double periodLength3 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); if(periodLength3 != periodLength1 && periodLength3 != periodLength2) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength3);