/src/main/java/net/finmath/marketdata2/model/curves/ForwardCurveInterpolation.java
times[i-firstLiborIndex+indexOffset]=model.getLiborPeriodDiscretization( ).getTime( timeIndex) -startTime;
times[i-firstLiborIndex+indexOffset]=model.getLiborPeriodDiscretization ( ) .getTime ( i ) -startTime;
} final double[] times = new double[firstLiborTime==startTime ? (model.getNumberOfLibors()-firstLiborIndex) : (model.getNumberOfLibors()-firstLiborIndex+1)]; times[0]=0; final int indexOffset = firstLiborTime==startTime ? 0 : 1; for(int i=firstLiborIndex;i<model.getNumberOfLibors();i++) { liborsAtTimeIndex.add(model.getLIBOR(timeIndex,i)); <extra_id_0> } 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)