/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
private enum Driftapproximation { EULER, LINE_INTEGRAL, PREDICTOR_CORRECTOR }
public enum Driftapproximation { EULER, LINE_INTEGRAL, PREDICTOR_CORRECTOR }
import net.finmath.montecarlo.interestrate.models.covariance.LIBORCovarianceModelFromVolatilityAndCorrelation; import net.finmath.montecarlo.interestrate.models.covariance.LIBORVolatilityModel; import net.finmath.montecarlo.process.MonteCarloProcess; import net.finmath.stochastic.RandomVariable; import net.finmath.time.TimeDiscretization; public class SimpleLIBORMarketModel extends AbstractLIBORMarketModel { <extra_id_0> public enum Measure { SPOT, TERMINAL } private final double[] liborInitialValues; private LIBORCovarianceModel covarianceModel; private Driftapproximation driftAproximationMethod = Driftapproximation.EULER; private Measure measure = Measure.SPOT; public SimpleLIBORMarketModel(