/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final int weight2Index = numeriareDiscretization.getTimeIndex( periodStartPrevious) ;
final int periodStartPreviousIndex = numeriareDiscretization.getTimeIndex ( periodStartPrevious ) ;
} catch (final CalculationException e) { } return integratedVariance; } private double getWeightForTenorRefinement(final double periodStartPrevious, final double periodEndPrevious, final double periodStart, final double periodEnd) { final TimeDiscretization numeriareDiscretization = liborPeriodDiscretizations[0]; <extra_id_0> final int periodEndPreviousIndex = numeriareDiscretization.getTimeIndex(periodEndPrevious); int periodStartIndex = numeriareDiscretization.getTimeIndex(periodStart); int periodEndIndex = numeriareDiscretization.getTimeIndex(periodEnd); if(periodStartIndex < 0) { periodStartIndex = -periodStartIndex-1; }