/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
stateVariableSum = integratedVariance.addProduct( stateVariable, tenor) ;
stateVariableSum = stateVariableSum.addProduct ( stateVariable, tenor ) ;
stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), tenor); periodEndIndex--; } for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { final RandomVariable stateVariable = stateVariables[periodIndex]; final double tenor = covarianceModel.getScaledTenorTime(liborPeriodDiscretization.getTime(periodIndex), liborPeriodDiscretization.getTime(periodIndex+1)); <extra_id_0> } final double tenor = covarianceModel.getScaledTenorTime(periodStart, periodEnd); stateVariableSum = stateVariableSum.div(tenor); return stateVariableSum; } public RandomVariable getLIBORForStateVariable(final TimeDiscretization liborPeriodDiscretization, final RandomVariable[] stateVariables, final double periodStart, final double periodEnd) {