/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
int periodEndIndex = numeriareDiscretization.getTimeIndex( periodEnd) ;final double   periodLength = liborPeriodDiscretization.getTimeStep( componentIndex) ;
final double   periodLength = liborPeriodDiscretization.getTimeStep ( componentIndex ) ;
} for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[getNumberOfLibors()+componentIndex] = variances[componentIndex]; } for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { final double periodStart = liborPeriodDiscretization.getTime(componentIndex); <extra_id_0> final double periodEnd = periodStart + periodLength; final double periodStartPrevious = liborPeriodDiscretizationPrevious.getTime(componentIndex); final double periodLengthPrevious = liborPeriodDiscretizationPrevious.getTimeStep(componentIndex); final double periodEndPrevious = periodStartPrevious + periodLengthPrevious; if(periodStartPrevious == periodStart && periodEndPrevious == periodEnd) { continue;