/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable integratedVariance = stateVariables[getNumberOfLibors( ) +periodEndIndex-6];
final RandomVariable integratedVariance = stateVariables[getNumberOfLibors ( ) +periodEndIndex-1];
} if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1; final RandomVariable stateVariable = stateVariables[periodEndIndex-1]; final double shortPeriodStart = liborPeriodDiscretization.getTime(periodEndIndex-1); final double tenorRefinementWeight = getWeightForTenorRefinement(shortPeriodStart, liborPeriodDiscretization.getTime(periodEndIndex), shortPeriodStart, periodEnd); <extra_id_0> final double tenor = covarianceModel.getScaledTenorTime(shortPeriodStart, periodEnd); stateVariableSum = stateVariableSum.addProduct(stateVariable.addProduct(integratedVariance, tenorRefinementWeight), tenor); periodEndIndex--; } for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) { final RandomVariable stateVariable = stateVariables[periodIndex];