3e782efe59a263dbbd8c4984ff88e3df060ed425,src/main/java/net/finmath/montecarlo/interestrate/LIBORMarketModelWithTenorRefinement.java,LIBORMarketModelWithTenorRefinement,getStateVariable,#number#number#number#,580
Before Change
for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) {
RandomVariableInterface stateVariable = getProcessValue(timeIndex, periodIndex);
stateVariableSum = stateVariableSum.addProduct(stateVariable, liborPeriodDiscretization.getTimeStep(periodIndex));
}
stateVariableSum = stateVariableSum.div(periodEnd-periodStart);
} catch (CalculationException e) {
After Change
for(int periodIndex = periodStartIndex; periodIndex<periodEndIndex; periodIndex++) {
RandomVariableInterface stateVariable = getProcessValue(timeIndex, periodIndex);
stateVariableSum = stateVariableSum.addProduct(stateVariable, covarianceModel.getScaledTenorTime(liborPeriodDiscretization.getTime(periodIndex), liborPeriodDiscretization.getTime(periodIndex+1)));
}
stateVariableSum = stateVariableSum.div(covarianceModel.getScaledTenorTime(periodStart,periodEnd));
} catch (CalculationException e) {