/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
numeraire = numeraire.accrue( periodLength, libor) ;
numeraire = numeraire.accrue ( libor, periodLength ) ;
} RandomVariable numeraire = new RandomVariableFromDoubleArray(time, 1.0); for(int liborIndex = firstLiborIndex; liborIndex<=lastLiborIndex; liborIndex++) { final RandomVariable libor = getLIBOR(process, process.getTimeIndex(Math.min(time,liborPeriodDiscretization.getTime(liborIndex))), liborIndex); final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex); if(measure == Measure.SPOT) { <extra_id_0> } else { numeraire = numeraire.discount(libor, periodLength); } } if(discountCurve != null) {