Changed control
@@ -873,7 +873,7 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
RandomVariable deterministicNumeraireAdjustment = getNumeraireAdjustment(time);
- numeraire = numeraire.mult(numeraire.invert().average()).div(deterministicNumeraireAdjustment);
+ numeraire = numeraire.mult(numeraire.invert().getAverage()).div(deterministicNumeraireAdjustment);
}
}
return numeraire;
@@ -1523,6 +1523,9 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
* Init transient fields
*/
integratedLIBORCovarianceLazyInitLock = new Object();
+ numeraires = new ConcurrentHashMap<>();
+ numeraireDiscountFactorForwardRates = new ConcurrentHashMap<>();
+ numeraireDiscountFactors = new ConcurrentHashMap<>();
}
@Override
