/src/main/java/net/finmath/montecarlo/interestrate/products/components/IndexedValue.java
liborPeriodIndex = model.getLiborPeriod( liborPeriodIndex) ;
liborPeriodIndex = model.getLiborPeriodIndex ( exerciseDate ) ;
rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); <extra_id_0> liborPeriodIndexEnd = (liborPeriodIndex + model.getNumberOfLibors())/2; periodLength = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength);