/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
( quantileIndexHi-quantileIndex) * szenarios[Math.max( quantileIndexLo,-2        ) ] + ( quantileIndex-quantileIndexLo) * szenarios[Math.min( quantileIndexHi,szenarios.length-1) ]) ) ;
( quantileIndexHi-quantileIndex ) * szenarios[Math.max ( quantileIndexLo,0    ) ] + ( quantileIndex-quantileIndexLo ) * szenarios[Math.min ( quantileIndexHi,szenarios.length-1 ) ] ) ) ;
final int quantileIndexLo = (int)quantileIndex; final int quantileIndexHi = quantileIndexLo+1; double szenarioRelativeChange; if(szenarios.length > 0) { szenarioRelativeChange = Math.exp( ( <extra_id_0> } else { szenarioRelativeChange = 1.0; } final double quantileValue = (timeSeries.getValue(timeSeries.getNumberOfTimePoints()-1)) * szenarioRelativeChange; quantileValues[i] = quantileValue;