/src/main/java/net/finmath/montecarlo/CorrelatedBrownianMotion.java
} }brownianIncrement = brownianIncrement.addProduct( independentFactor, factorLoadings[factor][factorIndex]) ;
brownianIncrement = brownianIncrement.addProduct ( independentFactor, factorLoadings[factor][factorIndex] ) ; } }
@Override public RandomVariable getBrownianIncrement(final int timeIndex, final int factor) { RandomVariable brownianIncrement = new RandomVariableFromDoubleArray(0.0); for(int factorIndex=0; factorIndex<factorLoadings[factor].length; factorIndex++) { if(factorLoadings[factor][factorIndex] != 0) { final RandomVariable independentFactor = uncollelatedFactors.getBrownianIncrement(timeIndex, factorIndex); <extra_id_0> return brownianIncrement; } @Override public TimeDiscretization getTimeDiscretization() { return uncollelatedFactors.getTimeDiscretization(); }