/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization ( ) ;
numeraire = numeraire.mult(nonDefaultableZeroBond).div(defaultableZeroBondAsOfTimeZero); } return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; <extra_id_0> final int timeIndex = timeDiscretizationForCurves.getTimeIndex(time); if(timeIndex >= 0) { return getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndex); } else { final int timeIndexPrev = Math.min(-timeIndex-2, getLiborPeriodDiscretization().getNumberOfTimes()-2);