/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
drift[pathIndex] = ( driftEulerWithPredictor[pathIndex] + drift[pathIndex]) / 2.0;
drift[pathIndex] = ( drift[pathIndex] + driftEulerWithPredictor[pathIndex] ) / 2.0;
final RandomVariable[] liborVectorStart = realizationAtTimeIndex; final RandomVariable[] liborVectorEnd = realizationPredictor; if(driftAproximationMethod == Driftapproximation.PREDICTOR_CORRECTOR && liborVectorEnd != null) { final double[] drift = getLMMTerminasureDriftEuler(timeIndex, componentIndex, liborVectorStart); final double[] driftEulerWithPredictor = getLMMTerminasureDriftEuler(timeIndex, componentIndex, liborVectorEnd); for(int pathIndex=0; pathIndex<numberOfPaths; pathIndex++) { <extra_id_0> } return new RandomVariableFromDoubleArray(time, drift); } else if(driftAproximationMethod == Driftapproximation.LINE_INTEGRAL && liborVectorEnd != null) { final double[] drift = getLMMTerminasureDriftLineIntegral(timeIndex, componentIndex, liborVectorStart, liborVectorEnd); return new RandomVariableFromDoubleArray(time, drift);