/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final RandomVariable oneStepMeasureTransform = libor.discount( libor).mult( periodLength) ;
final RandomVariable oneStepMeasureTransform = libor.discount ( libor, periodLength ) .mult ( periodLength ) ;
for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { drift[componentIndex] = new RandomVariableFromDoubleArray(0.0); } for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex); final RandomVariable libor = realizationAtTimeIndex[componentIndex]; <extra_id_0> final RandomVariable[] factorLoading = getFactorLoading(process, timeIndex, componentIndex, realizationAtTimeIndex); final RandomVariable[] covarianceFactors = new RandomVariable[getNumberOfFactors()]; for(int factorIndex=0; factorIndex<getNumberOfFactors(); factorIndex++) { covarianceFactors[factorIndex] = factorLoading[factorIndex].mult(oneStepMeasureTransform); covarianceFactorSums[componentIndex][factorIndex] = covarianceFactors[factorIndex]; if(componentIndex > firstLiborIndex) {