/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
drift[path] -= covariance.get( path) * Math.log(( 1 + periodLength * liborAtEndOfPeriod.get( path) ) / ( 1 + periodLength * covariance.get( path) ))
drift[path] -= covariance.get ( path ) * Math.log ( ( 1 + periodLength * liborAtEndOfPeriod.get ( path ) ) / ( 1 + periodLength * liborAtStartOfPeriod.get ( path ) ) )
for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = getLiborPeriodDiscretization().getTimeStep(liborIndex); final RandomVariable liborAtStartOfPeriod = liborVectorStart[liborIndex]; final RandomVariable liborAtEndOfPeriod = liborVectorEnd[liborIndex]; final RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); for(int path=0; path<drift.length; path++) { <extra_id_0> / Math.log(liborAtEndOfPeriod.get(path) / liborAtStartOfPeriod.get(path)); } } return drift; } public Measure getMeasure() {