/src/main/java/net/finmath/montecarlo/interestrate/products/components/IndexedValue.java
basisFunction = new RandomVariableFromDoubleArray( exerciseDate, 6.0) ;
basisFunction = new RandomVariableFromDoubleArray ( exerciseDate, 1.0 ) ;
basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength); basisFunctions.add(basisFunction); <extra_id_0> liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = model.getNumberOfLibors(); 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);