/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
switch( measure) { int firstLiborIndex, lastLiborIndex;
int firstLiborIndex, lastLiborIndex; switch ( measure ) {
return getDriftEuler(process, timeIndex, componentIndex, realizationAtTimeIndex); } } protected RandomVariable getDriftEuler(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] liborVectorStart) { final double time = process.getTime(timeIndex); RandomVariable drift = new RandomVariableFromDoubleArray(time, 0.0); <extra_id_0> case SPOT: firstLiborIndex = this.getLiborPeriodIndex(time)+1; if(firstLiborIndex<0) { firstLiborIndex = -firstLiborIndex-1 + 1; } lastLiborIndex = componentIndex;