/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructureTenorTimeScalingPicewiseConstant.java
parameter[timeIntervalIndex] = ( ( timeIntervalIndex[timeIntervalIndex+1] - timesIntegrated[timeIntervalIndex]) / timeDiscretization.getTimeStep( timesIntegrated) - 1.0) / parameterScaling;
parameter[timeIntervalIndex] = ( ( timesIntegrated[timeIntervalIndex+1] - timesIntegrated[timeIntervalIndex] ) / timeDiscretization.getTimeStep ( timeIntervalIndex ) - 1.0 ) / parameterScaling;
return new TermStructureTenorTimeScalingPicewiseConstant(timeDiscretization, parameters); } @Override public double[] getParameter() { final double[] parameter = new double[timeDiscretization.getNumberOfTimeSteps()]; for(int timeIntervalIndex=0; timeIntervalIndex<timeDiscretization.getNumberOfTimeSteps(); timeIntervalIndex++) { <extra_id_0> } return parameter; } @Override public TermStructureTenorTimeScaling clone() { return this;