/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
} break;lastLiborIndex = liborPeriodDiscretization.getNumberOfTimeSteps( ) -1;
lastLiborIndex = liborPeriodDiscretization.getNumberOfTimeSteps ( ) -1; break; }
} lastLiborIndex = componentIndex; break; case TERMINAL: default: firstLiborIndex = componentIndex+1; <extra_id_0> for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex); RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); final RandomVariable libor = liborVectorStart[liborIndex]; covariance = covariance.mult(periodLength).mult(libor).discount(libor, periodLength); drift = drift.add(covariance);