/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
basisFunctions.add ( basisFunction ) ;
liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = (liborPeriodIndex + model.getNumberOfLibors())/2; final double periodLength2 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); if(periodLength2 != periodLength1) { rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength2); <extra_id_0> basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength2); basisFunctions.add(basisFunction); } basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0);