/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
for( int periodStartIndex = periodStartPreviousIndex; periodIndex<periodEndPreviousIndex; periodIndex++) {
for ( int periodIndex = periodStartPreviousIndex; periodIndex<periodEndPreviousIndex; periodIndex++ ) {
periodStartIndex = -periodStartIndex-1; } if(periodEndIndex < 0) { periodEndIndex = -periodEndIndex-1-1; } double weight1 = 0.0; <extra_id_0> final double deltaT = covarianceModel.getScaledTenorTime(numeriareDiscretization.getTime(periodIndex), numeriareDiscretization.getTime(periodIndex+1)); final double deltaTSum = covarianceModel.getScaledTenorTime(periodStartPrevious, numeriareDiscretization.getTime(periodIndex+1)); weight1 += deltaT * deltaTSum; } double weight2 = 0.0; for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) {