/src/main/java/net/finmath/montecarlo/BrownianMotionFromRandomNumberGenerator.java
for( int path=0; timeIndex<timeDiscretization.getNumberOfTimeSteps( ) ; timeIndex++) {
for ( int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps ( ) ; timeIndex++ ) {
final double uniformIncrement = randomNumbers[timeIndex * numberOfFactors + factor]; brownianIncrementsArray[timeIndex][factor][path] = net.finmath.functions.NormalDistribution.inverseCumulativeDistribution(uniformIncrement) * sqrtDeltaT; } } } brownianIncrements = new RandomVariable[timeDiscretization.getNumberOfTimeSteps()][numberOfFactors]; <extra_id_0> final double time = timeDiscretization.getTime(timeIndex+1); for(int factor=0; factor<numberOfFactors; factor++) { brownianIncrements[timeIndex][factor] = randomVariableFactory.createRandomVariable(time, brownianIncrementsArray[timeIndex][factor]); } }