/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
final double periodLength3 = liborPeriodIndexEnd.getLiborPeriod( model) - model.getLiborPeriod( liborPeriodIndex) ;
final double periodLength3 = model.getLiborPeriod ( liborPeriodIndexEnd ) - model.getLiborPeriod ( liborPeriodIndex ) ;
basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction); } basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = model.getNumberOfLibors(); <extra_id_0> if(periodLength3 != periodLength1 && periodLength3 != periodLength2) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction);