Refactor rename of local variables.
@@ -1040,9 +1040,9 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
* Due to time < T_{timeIndex+1} loop is needed.
*/
for (int liborIndex = liborTimeIndex; liborIndex <= liborPeriodDiscretization.getNumberOfTimeSteps() - 1; liborIndex++) {
- final RandomVariable libor = getLIBOR(process, timeIndex, liborIndex);
+ final RandomVariable forwardRate = getLIBOR(process, timeIndex, liborIndex);
final double periodLength = liborPeriodDiscretization.getTimeStep(liborIndex);
- numeraireUnadjusted = numeraireUnadjusted.discount(libor, periodLength);
+ numeraireUnadjusted = numeraireUnadjusted.discount(forwardRate, periodLength);
}
}
else if (measure == Measure.SPOT) {
@@ -1056,8 +1056,8 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
}
final double periodLength = liborPeriodDiscretization.getTimeStep(liborTimeIndex - 1);
- final RandomVariable libor = getLIBOR(process, timeIndex, liborTimeIndex - 1);
- numeraireUnadjusted = getNumerairetUnAdjustedAtLIBORIndex(process, liborTimeIndex - 1).accrue(libor, periodLength);
+ final RandomVariable forwardRate = getLIBOR(process, timeIndex, liborTimeIndex - 1);
+ numeraireUnadjusted = getNumerairetUnAdjustedAtLIBORIndex(process, liborTimeIndex - 1).accrue(forwardRate, periodLength);
}
else {
numeraireUnadjusted = getRandomVariableForConstant(1.0);
