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