/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
} liborInitialStates[timeIndex] = Math.log( rate) ;final double rate = forwardRateCurve.getForward( null, liborPeriodDiscretization.getTime( timeIndex) ) ;
final double rate = forwardRateCurve.getForward ( null, liborPeriodDiscretization.getTime ( timeIndex ) ) ; liborInitialStates[timeIndex] = Math.log ( rate ) ; }
return numeraire; } @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { final double[] liborInitialStates = new double[liborPeriodDiscretization.getNumberOfTimeSteps()]; for(int timeIndex=0; timeIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); timeIndex++) { <extra_id_0> final RandomVariable[] initialStateRandomVariable = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { initialStateRandomVariable[componentIndex] = new RandomVariableFromDoubleArray(liborInitialStates[componentIndex]); } return initialStateRandomVariable; }