/src/main/java/net/finmath/montecarlo/interestrate/simple/AbstractLIBORMarketModel.java
} return new RandomVariableFromDoubleArray( time,libor) ;
return new RandomVariableFromDoubleArray ( time,libor ) ; }
} } for(int path = 0; path<getNumberOfPaths(); path++) { libor[path] -= 1; libor[path] /= (periodEnd - periodStart); } <extra_id_0> @Override public RandomVariable getMonteCarloWeights(final double time) { return getMonteCarloWeights(getTimeIndex(time)); } @Override public int getNumberOfLibors()