/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModelWithWMC.java
final double deltaT = this.getTime( timeIndex2) - this.getTime( timeIndex2 ) ;
final double deltaT = this.getTime ( timeIndex2 ) - this.getTime ( timeIndex2 - 1 ) ;
final RandomVariable initialValueLogTarget = (targetScheme.getInitialValue(componentIndex)).log(); initialValueLogShifts[componentIndex] = initialValueLogTarget.sub(initialValueLog); } final BrownianMotion brownianMotion = this.getBrownianMotion(); final double[][] factorDrift = new double[getNumberOfFactors()][getNumberOfPaths()]; for (int timeIndex2 = 1; timeIndex2 < getTimeDiscretization().getNumberOfTimeSteps()+1; timeIndex2++) { <extra_id_0> final double[] discreteProcessWeightsTimeIndex = new double[this.getNumberOfPaths()]; for (int path = 0; path < getNumberOfPaths(); path++) { discreteProcessWeightsTimeIndex[path] = discreteProcessWeights[timeIndex2 - 1].get(path); } for (int factor = 0; factor < getNumberOfFactors(); factor++) { Arrays.fill(factorDrift[factor], 0.0);