/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
return randomVariableFactory.createRandomVariable( discountCurve.getDiscountFactor( analyticModel, time) ) ;
return randomVariableFactory.createRandomVariable ( discountCurve.getDiscountFactor ( curveModel, time ) ) ;
public LocalDateTime getReferenceDate() { return forwardRateCurve.getReferenceDate() != null ? forwardRateCurve.getReferenceDate().atStartOfDay() : null; } @Override public RandomVariable getNumeraire(final MonteCarloProcess process, double time) throws CalculationException { if(time < 0) { <extra_id_0> } RandomVariable numeraire = getNumerairetUnAdjusted(process, time); if (discountCurve != null) { final RandomVariable defaultableZeroBondAsOfTimeZero = getNumeraireDefaultableZeroBondAsOfTimeZero(process, time); final double nonDefaultableZeroBond = numeraire.invert().mult(getNumerairetUnAdjusted(process, 0.0)).getAverage(); numeraire = numeraire.mult(nonDefaultableZeroBond).div(defaultableZeroBondAsOfTimeZero);