/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
} covarianceFactorSums[factorIndex] = zero;for( int factorIndex=0; factorIndex<covarianceFactorSums.length; factorIndex++) {
for ( int factorIndex=0; factorIndex<covarianceFactorSums.length; factorIndex++ ) { covarianceFactorSums[factorIndex] = zero; }
} final RandomVariable[] variances = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { variances[componentIndex] = zero; } final RandomVariable[] covarianceFactorSums = new RandomVariable[getNumberOfFactors()]; <extra_id_0> final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(timeNext); for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[componentIndex] = zero; final double periodStart = liborPeriodDiscretization.getTime(componentIndex); final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex); final double periodEnd = periodStart + periodLength;