/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
for( int factorIndex=0; factorIndex<getNumberOfLibors( ) ; factorIndex++) {
for ( int factorIndex=0; factorIndex<getNumberOfFactors ( ) ; factorIndex++ ) {
covarianceFactors[factorIndex] = factorLoading[factorIndex].mult(oneStepMeasureTransform); covarianceFactorSums[componentIndex][factorIndex] = covarianceFactors[factorIndex]; if(componentIndex > firstLiborIndex) { covarianceFactorSums[componentIndex][factorIndex] = covarianceFactorSums[componentIndex][factorIndex].add(covarianceFactorSums[componentIndex-1][factorIndex]); } } <extra_id_0> drift[componentIndex] = drift[componentIndex].addProduct(covarianceFactorSums[componentIndex][factorIndex], factorLoading[factorIndex]); } } if(measure == Measure.TERMINAL) { for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { drift[componentIndex] = drift[componentIndex].sub(drift[getNumberOfComponents()-1]);