/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
firstLiborIndex = this.getLiborPeriodIndex( time) +1;int firstLiborIndex = this.getLiborPeriodIndex( time) +1;
int firstLiborIndex = this.getLiborPeriodIndex ( time ) +1;
} return initialStateRandomVariable; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); <extra_id_0> if(firstLiborIndex<0) { firstLiborIndex = -firstLiborIndex-1 + 1; } final RandomVariable[] drift = new RandomVariable[getNumberOfComponents()]; final RandomVariable[][] covarianceFactorSums = new RandomVariable[getNumberOfComponents()][getNumberOfFactors()]; for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) {