/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
{ for( int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++)
for ( int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++ ) {
timeIndex = -timeIndex-2; } if(periodStartIndex+1==periodEndIndex) { return getLIBOR(process, timeIndex, periodStartIndex); } RandomVariable accrualAccount = getRandomVariableForConstant(1.0); <extra_id_0> final double subPeriodLength = getLiborPeriod(periodIndex+1) - getLiborPeriod(periodIndex); final RandomVariable liborOverSubPeriod = getLIBOR(process, timeIndex, periodIndex); accrualAccount = accrualAccount.accrue(liborOverSubPeriod, subPeriodLength); } final RandomVariable libor = accrualAccount.sub(1.0).div(periodEnd - periodStart); return libor;