/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final double[] times = new double[liborPeriodDiscretization.getNumberOfTimeSteps ( ) ];
final ForwardCurve forwardRateCurve, final DiscountCurve discountCurve, final LIBORCovarianceModel covarianceModel, final CalibrationProduct[] calibrationProducts ) throws CalculationException { this.liborPeriodDiscretization = liborPeriodDiscretization; <extra_id_0> for(int i=0; i<times.length; i++) { times[i] = liborPeriodDiscretization.getTime(i); } AbstractLIBORCovarianceModelParametric covarianceModelParametric = null; try { covarianceModelParametric = (AbstractLIBORCovarianceModelParametric)covarianceModel;