/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final RandomVariable liborShortPeriod = getForwardRate( process, previousStartTime, time, nextStartTime) ;
final RandomVariable liborShortPeriod = getForwardRate ( process, time, previousStartTime, nextStartTime ) ;
} if(periodStartIndex < 0) { final int previousStartIndex = (-periodStartIndex-1)-1; final double previousStartTime = getLiborPeriod(previousStartIndex); final double nextStartTime = getLiborPeriod(previousStartIndex+1); final RandomVariable liborLongPeriod = getForwardRate(process, time, previousStartTime, periodEnd); <extra_id_0> RandomVariable libor = liborLongPeriod.mult(periodEnd-previousStartTime).add(1.0) .div( liborShortPeriod.mult(nextStartTime-previousStartTime).add(1.0).log().mult((periodStart-previousStartTime)/(nextStartTime-previousStartTime)).exp() ).sub(1.0).div(periodEnd-periodStart); final double analyticLibor = getForwardRateCurve().getForward(getAnalyticModel(), previousStartTime, nextStartTime-periodStart); final double analyticLiborShortPeriod = getForwardRateCurve().getForward(getAnalyticModel(), previousStartTime, nextStartTime-previousStartTime);