/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
for( int path=lastLiborIndex; path<drift.length; path++) {
for ( int path=0; path<drift.length; path++ ) {
if(measure == Measure.SPOT) { for(int path=0; path<drift.length; path++) { drift[path] += libor.get(path) * periodLength * covariance.get(path) / (1 + libor.get(path) * periodLength); } } else { <extra_id_0> drift[path] -= libor.get(path) * periodLength * covariance.get(path) / (1 + libor.get(path) * periodLength); } } } return drift; }