/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
return getNumeraireDefaultableZeroBondAsOfTimeZero( process, timeIndex) ; if( timeIndex >= 0) {final int timeIndex = timeDiscretizationForCurves.getTimeIndex( time) ;
final int timeIndex = timeDiscretizationForCurves.getTimeIndex ( time ) ; if ( timeIndex >= 0 ) { return getNumeraireDefaultableZeroBondAsOfTimeZero ( process, timeIndex ) ;
} return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization(); <extra_id_0> } else { final int timeIndexPrev = Math.min(-timeIndex-2, getLiborPeriodDiscretization().getNumberOfTimes()-2); final int timeIndexNext = timeIndexPrev+1; final double timePrev = timeDiscretizationForCurves.getTime(timeIndexPrev); final double timeNext = timeDiscretizationForCurves.getTime(timeIndexNext);