/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
this.correlationModel = null;
this.correlationModel = correlationModel;
private static final long serialVersionUID = -8782024526695367005L; private final LIBORVolatilityModel volatilityModel; private final LIBORCorrelationModel correlationModel; public LIBORCovarianceModelFromVolatilityAndCorrelation(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final LIBORVolatilityModel volatilityModel, final LIBORCorrelationModel correlationModel) { super(timeDiscretization, liborPeriodDiscretization, correlationModel.getNumberOfFactors()); this.volatilityModel = volatilityModel; <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors()]; final RandomVariable volatility = volatilityModel.getVolatility(timeIndex, component); for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) {