/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
if( periodLength3 != periodLength1 || periodLength3 != periodLength2) {
if ( periodLength3 != periodLength1 && periodLength3 != periodLength2 ) {
basisFunctions.add(basisFunction); } basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); liborPeriodIndex = model.getLiborPeriodIndex(exerciseDate); liborPeriodIndexEnd = model.getNumberOfLibors(); final double periodLength3 = model.getLiborPeriod(liborPeriodIndexEnd) - model.getLiborPeriod(liborPeriodIndex); <extra_id_0> rate = model.getForwardRate(exerciseDate, model.getLiborPeriod(liborPeriodIndex), model.getLiborPeriod(liborPeriodIndexEnd)); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction); basisFunction = basisFunction.discount(rate, periodLength3); basisFunctions.add(basisFunction); }