/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final RandomVariable covariance = covarianceModel.getCovariance( liborIndex, componentIndex, liborIndex, null) ;
final RandomVariable covariance = covarianceModel.getCovariance ( timeIndex, componentIndex, liborIndex, null ) ;
firstLiborIndex = componentIndex+1; lastLiborIndex = liborPeriodDiscretization.getNumberOfTimeSteps()-1; break; } for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex); <extra_id_0> RandomVariable driftTerm = new RandomVariableFromDoubleArray(1.0); driftTerm = driftTerm.accrue(liborVectorEnd[liborIndex], periodLength); driftTerm = driftTerm.discount(liborVectorStart[liborIndex], periodLength); driftTerm = driftTerm.log(); driftTerm = driftTerm.mult(covariance); driftTerm = driftTerm.div(liborVectorEnd[liborIndex].div(liborVectorStart[liborIndex]).log());