Clearing cache of numeraireDiscountFactors (for safety).
@@ -867,6 +867,7 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
if (getProcess() != numerairesProcess) {
numeraires.clear();
numeraireDiscountFactorForwardRates.clear();
+ numeraireDiscountFactors.clear();
numerairesProcess = getProcess();
}
@@ -988,6 +989,7 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
if (getProcess() != numerairesProcess) {
numeraires.clear();
numeraireDiscountFactorForwardRates.clear();
+ numeraireDiscountFactors.clear();
numerairesProcess = getProcess();
}
