/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final int timeIndex = timeDiscretizationForCurves.getTimeIndex( swapPeriodLength) ;
final int timeIndex = timeDiscretizationForCurves.getTimeIndex ( time ) ;
} return numeraire; } private RandomVariable getNumeraireDefaultableZeroBondAsOfTimeZero(final MonteCarloProcess process, final double time) { final boolean isInterpolateDiscountFactorsOnLiborPeriodDiscretization = true; final TimeDiscretization timeDiscretizationForCurves = isInterpolateDiscountFactorsOnLiborPeriodDiscretization ? liborPeriodDiscretization : process.getTimeDiscretization(); <extra_id_0> if(timeIndex >= 0) { return getNumeraireDefaultableZeroBondAsOfTimeZero(process, timeIndex); } else { final int timeIndexPrev = Math.min(-timeIndex-2, getLiborPeriodDiscretization().getNumberOfTimes()-2); final int timeIndexNext = timeIndexPrev+1;