/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
final double periodLength = getTimeDiscretization( ).getTimeStep( liborIndex) ;
final double periodLength = getLiborPeriodDiscretization ( ) .getTimeStep ( liborIndex ) ;
if(firstLiborIndex<0) { firstLiborIndex = -firstLiborIndex-1 + 1; } lastLiborIndex = componentIndex; } for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { <extra_id_0> final RandomVariable liborAtStartOfPeriod = liborVectorStart[liborIndex]; final RandomVariable liborAtEndOfPeriod = liborVectorEnd[liborIndex]; final RandomVariable covariance = covarianceModel.getCovariance(timeIndex, componentIndex, liborIndex, null); for(int path=0; path<drift.length; path++) { drift[path] -= covariance.get(path) * Math.log( (1 + periodLength * liborAtEndOfPeriod.get(path))