/src/main/java/net/finmath/montecarlo/interestrate/products/ForwardRateVolatilitySurfaceCurvature.java
} return integratedLIBORCurvature.sub( tolerance).floor( 0.0) ;integratedLIBORCurvature = integratedLIBORCurvature.div( numberOfComponents) ;
integratedLIBORCurvature = integratedLIBORCurvature.div ( numberOfComponents ) ; return integratedLIBORCurvature.sub ( tolerance ) .floor ( 0.0 ) ; }
continue; } integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.div(timeEnd); integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.sqrt(); integratedLIBORCurvature = integratedLIBORCurvature.add(integratedLIBORCurvatureCurrentRate); } <extra_id_0> }