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