/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
if ( firstLiborIndex < 0) {   firstLiborIndex = ( ( -firstLiborIndex) - 1) + 1; }
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} @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); int firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) { <extra_id_0> } final RandomVariable[] drift = new RandomVariable[getNumberOfComponents()]; final RandomVariable[][] covarianceFactorSums = new RandomVariable[getNumberOfComponents()][getNumberOfFactors()]; for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { drift[componentIndex] = new RandomVariableFromDoubleArray(0.0); }