Improved readability.
@@ -221,7 +221,8 @@ public class LIBORVolatilityModelPiecewiseConstant extends LIBORVolatilityModel
timeIndexTimeToMaturity--;
}
- return volatility[indexMap.get(timeIndexSimulationTime).get(timeIndexTimeToMaturity)];
+ int parameterIndex = indexMap.get(timeIndexSimulationTime).get(timeIndexTimeToMaturity);
+ return volatility[parameterIndex];
}
}
