/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
times[i] = liborPeriodDiscretization.getTime( i) ;final double periodLength = liborPeriodDiscretization.getTimeStep( liborIndex) ;
final double periodLength = liborPeriodDiscretization.getTimeStep ( liborIndex ) ;
firstLiborIndex = 0; lastLiborIndex = getLiborPeriodIndex(time)-1; } 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); <extra_id_0> if(measure == Measure.SPOT) { numeraire = numeraire.accrue(libor, periodLength); } else { numeraire = numeraire.discount(libor, periodLength); }