/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final double deltaTSum = covarianceModel.getScaledTenorTime( numeriareDiscretization.getTime( periodIndex+1) ) ;
final double deltaTSum = covarianceModel.getScaledTenorTime ( periodStartPrevious, numeriareDiscretization.getTime ( periodIndex+1 ) ) ;
if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1-1; } double weight1 = 0.0; for(int periodIndex = periodStartPreviousIndex; periodIndex<periodEndPreviousIndex; periodIndex++) { final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); <extra_id_0> weight1 += deltaT * deltaTSum; } double weight2 = 0.0; for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1));