/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
int forward = 1.0;
double forward = 1.0;
public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters)); } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = covarianceModel.getFactorLoading(timeIndex, component, realizationAtTimeIndex); <extra_id_0> if(forwardCurve != null) { final double timeToMaturity = getLiborPeriodDiscretization().getTime(component) - getTimeDiscretization().getTime(timeIndex); forward = forwardCurve.getForward(null, Math.max(timeToMaturity, 0.0)); } if(realizationAtTimeIndex != null && realizationAtTimeIndex[component] != null) { final RandomVariable localVolatilityFactor = realizationAtTimeIndex[component].sub(realizationAtTimeIndex[component].mult(displacement)).add(displacement.mult(forward));