/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final double nonDefaultableZeroBond = numeraire.invert( ).mult( getNumerairetUnAdjusted( 0.0) ).getAverage( ) ;
final double nonDefaultableZeroBond = numeraire.invert ( ) .mult ( getNumerairetUnAdjusted ( process, 0.0 ) ) .getAverage ( ) ;
if(time < 0) { return randomVariableFactory.createRandomVariable(discountCurve.getDiscountFactor(curveModel, time)); } RandomVariable numeraire = getNumerairetUnAdjusted(process, time); if (discountCurve != null) { final RandomVariable defaultableZeroBondAsOfTimeZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, time); <extra_id_0> numeraire = numeraire.mult(nonDefaultableZeroBond).div(defaultableZeroBondAsOfTimeZero); } return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true;