/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
final RandomVariable covariance = covarianceModel.getCovariance( componentIndex, liborIndex, null) ;
final RandomVariable covariance = covarianceModel.getCovariance ( timeIndex, componentIndex, liborIndex, null ) ;
lastLiborIndex = componentIndex; } for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); final RandomVariable liborAtStartOfPeriod = liborVectorStart[liborIndex]; final RandomVariable liborAtEndOfPeriod = liborVectorEnd[liborIndex]; <extra_id_0> for(int path=0; path<drift.length; path++) { drift[path] -= covariance.get(path) * Math.log( (1 + periodLength * liborAtEndOfPeriod.get(path)) / (1 + periodLength * liborAtStartOfPeriod.get(path)) ) / Math.log(liborAtEndOfPeriod.get(path) / liborAtStartOfPeriod.get(path));