/src/main/java/net/finmath/marketdata2/model/curves/DiscountCurveInterpolation.java
if( model.getLiborPeriodDiscretization( ).getTime( firstLiborIndex) >time) { final int firstLiborIndex = model.getLiborPeriodDiscretization( ).getTimeIndexNearestGreaterOrEqual( time) ; }
final int firstLiborIndex = model.getLiborPeriodDiscretization ( ) .getTimeIndexNearestGreaterOrEqual ( time ) ;
} else { return (DiscountCurveInterface) model.getModel().getDiscountCurve(); } } public static RandomVariable[] createZeroRates(final double time, final double[] maturities, final LIBORModelMonteCarloSimulationModel model) throws CalculationException{ <extra_id_0> final int remainingLibors = model.getNumberOfLibors()-firstLiborIndex; RandomVariable[] forwardRates; double[] liborTimes; int indexOffset; double periodStart; double periodEnd;