Fixed scaling of numeraire for N(0) not being 1
@@ -862,7 +862,7 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
RandomVariable defaultableZeroBondAsOfTimeZero = getNumeraireDefaultableZeroBondAsOfTimeZero(time);
double nonDefaultableZeroBond = numeraire.invert()
-// .mult(getNumerairetUnAdjusted(0.0))
+ .mult(getNumerairetUnAdjusted(0.0))
.getAverage();
numeraire = numeraire.mult(nonDefaultableZeroBond).div(defaultableZeroBondAsOfTimeZero);
}
