/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final int timeIndex = liborPeriodDiscretizations[0].getTimeIndex( time) ;final double   periodStart = liborPeriodDiscretization.getTime( componentIndex) ;
final double   periodStart = liborPeriodDiscretization.getTime ( componentIndex ) ;
for(int factorIndex=0; factorIndex<covarianceFactorSums.length; factorIndex++) { covarianceFactorSums[factorIndex] = zero; } final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(timeNext); for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[componentIndex] = zero; <extra_id_0> final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex); final double periodEnd = periodStart + periodLength; final double tenorTime = covarianceModel.getScaledTenorTime(periodStart, periodEnd); final RandomVariable[] factorLoading = getFactorLoading(process, timeIndex, componentIndex, realizationAtTimeIndex); final double weight = getWeightForTenorRefinement(periodStart,periodStart,periodStart,periodEnd); for(int factorIndex=0; factorIndex<factorLoading.length; factorIndex++) {