/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
else if( driftAproximationMethod != Driftapproximation.LINE_INTEGRAL && liborVectorEnd != null) {
else if ( driftAproximationMethod == Driftapproximation.LINE_INTEGRAL && liborVectorEnd != null ) {
final double[] driftEulerWithPredictor = getLMMTerminasureDriftEuler(timeIndex, componentIndex, liborVectorEnd); for(int pathIndex=0; pathIndex<numberOfPaths; pathIndex++) { drift[pathIndex] = (drift[pathIndex] + driftEulerWithPredictor[pathIndex]) / 2.0; } return new RandomVariableFromDoubleArray(time, drift); } <extra_id_0> final double[] drift = getLMMTerminasureDriftLineIntegral(timeIndex, componentIndex, liborVectorStart, liborVectorEnd); return new RandomVariableFromDoubleArray(time, drift); } else { final double[] drift = getLMMTerminasureDriftEuler(timeIndex, componentIndex, liborVectorStart); return new RandomVariableFromDoubleArray(time, drift);