/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm5Param.java
final RandomVariable volatility = volatilityModel.getVolatility( timeIndex) ;
final RandomVariable volatility = volatilityModel.getVolatility ( timeIndex, component ) ;
return parametersAsDouble; } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors()]; for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { <extra_id_0> factorLoading[factorIndex] = volatility .mult(correlationModel.getFactorLoading(timeIndex, factorIndex, component)); } return factorLoading; } @Override