/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final double   periodLength = liborPeriodDiscretization.getTimeStep( componentIndex) ;final double   periodEnd = liborPeriodDiscretizationNext.getTime( componentIndex+1) ;
final double   periodEnd = liborPeriodDiscretizationNext.getTime ( componentIndex+1 ) ;
{ final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); if(componentIndex < getNumberOfLibors()) { final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(process.getTime(timeIndex)); final TimeDiscretization liborPeriodDiscretizationNext = getLiborPeriodDiscretization(process.getTime(timeIndex+1)); final double periodStart = liborPeriodDiscretizationNext.getTime(componentIndex); <extra_id_0> final RandomVariable[] factorLoadingVector = covarianceModel.getFactorLoading(process.getTime(timeIndex), periodStart, periodEnd, liborPeriodDiscretization, realizationAtTimeIndex, this); return factorLoadingVector; } else { final RandomVariable[] zeros = new RandomVariable[process.getStochasticDriver().getNumberOfFactors()]; Arrays.fill(zeros, zero);