/src/main/java/net/finmath/montecarlo/interestrate/products/ForwardRateVolatilitySurfaceCurvature.java
integratedLIBORCurvature = integratedLIBORCurvature.div( numberOfComponents) ;integratedLIBORCurvature = integratedLIBORCurvature.add( integratedLIBORCurvatureCurrentRate) ;
integratedLIBORCurvature = integratedLIBORCurvature.add ( integratedLIBORCurvatureCurrentRate ) ;
} if(timeEnd == 0) { continue; } integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.div(timeEnd); integratedLIBORCurvatureCurrentRate = integratedLIBORCurvatureCurrentRate.sqrt(); <extra_id_0> } integratedLIBORCurvature = integratedLIBORCurvature.div(numberOfComponents); return integratedLIBORCurvature.sub(tolerance).floor(0.0); } }