/src/main/java/net/finmath/marketdata2/model/curves/ForwardCurveInterpolation.java
final double paymentOffset = this.getPaymentOffset ( fixingTime ) ;
final RandomVariable[] libors = liborsAtTimeIndex.toArray(new RandomVariable[liborsAtTimeIndex.size()]); return ForwardCurveInterpolation.createForwardCurveFromForwards(name, times, libors, model.getLiborPeriodDiscretization().getTimeStep(firstLiborIndex)); } @Override public RandomVariable getForward(final AnalyticModel model, final double fixingTime) { <extra_id_0> final RandomVariable interpolationEntityForwardValue = this.getValue(model, fixingTime); switch(interpolationEntityForward) { case FORWARD: default: return interpolationEntityForwardValue; case FORWARD_TIMES_DISCOUNTFACTOR: