/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final double   periodLength = liborPeriodDiscretization.getTimeStep( liborIndex) ;final double time  = process.getTime( timeIndex) ;
final double time  = process.getTime ( timeIndex ) ;
} final RandomVariable variance = covarianceModel.getCovariance(timeIndex, componentIndex, componentIndex, null); drift = drift.addProduct(variance, -0.5); return drift; } private RandomVariable getDriftLineIntegral(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart, final RandomVariable[] liborVectorEnd) { <extra_id_0> if(process.getTime(timeIndex) >= this.getLiborPeriod(componentIndex)) { return null; } RandomVariable drift = new RandomVariableFromDoubleArray(time, 0.0); int firstLiborIndex, lastLiborIndex; switch(measure) {