/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable integratedVariance = getIntegratedVariance( process, timeIndex, liborPeriodDiscretization.getTime( periodEndIndex-1) , liborPeriodDiscretization.getTime( periodEndIndex) ) ;RandomVariable stateVariable = getStateVariableForPeriod( liborPeriodDiscretization, stateVariables, periodStart, periodEnd) ;
RandomVariable stateVariable = getStateVariableForPeriod ( liborPeriodDiscretization, stateVariables, periodStart, periodEnd ) ;
} final double tenor = covarianceModel.getScaledTenorTime(periodStart, periodEnd); stateVariableSum = stateVariableSum.div(tenor); return stateVariableSum; } public RandomVariable getLIBORForStateVariable(final TimeDiscretization liborPeriodDiscretization, final RandomVariable[] stateVariables, final double periodStart, final double periodEnd) { <extra_id_0> stateVariable = stateVariable.mult(periodEnd-periodStart).add(Math.log(1+forwardRateCurve.getForward(null, periodStart)*(periodEnd-periodStart))); final RandomVariable libor = stateVariable.exp().sub(1.0).div(periodEnd-periodStart); return libor; } public RandomVariable getStateVariable(final MonteCarloProcess process, final int timeIndex, final double periodStart, final double periodEnd) {