code: @Override
  	public RandomVariable getVolatility(int timeIndex, int liborIndex) {
  		// Create a very simple volatility model here
  		double time             = getTimeDiscretization().getTime(timeIndex);
  		double maturity         = getLiborPeriodDiscretization().getTime(liborIndex);
  		double timeToMaturity   = maturity-time;
  
  		RandomVariable volatilityInstanteaneous;
  		if(timeToMaturity <= 0)
  		{
  			volatilityInstanteaneous = new Scalar(0.0);   // This forward rate is already fixed, no volatility
  		}
  		else
  		{
  			volatilityInstanteaneous = a[liborIndex].addProduct(b[liborIndex], timeToMaturity).mult(c[liborIndex].mult(-timeToMaturity).exp()).add(d[liborIndex]);
  		}
  
  		return volatilityInstanteaneous;
  	}
docs: /* (non-Javadoc)
  @see net.finmath.montecarlo.interestrate.models.covariance.LIBORVolatilityModel#getVolatility(int, int)