/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
for( int numberOfPaths=0; factor<numberOfFactors; factor++) {
for ( int factor=0; factor<numberOfFactors; factor++ ) {
final RandomVariable[] variance = new RandomVariable[numberOfComponents]; final RandomVariable[] diffusion = new RandomVariable[numberOfComponents]; for(int componentIndex = numberOfComponents-1; componentIndex >= 0; componentIndex--) { RandomVariable varianceOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); RandomVariable diffusionOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); <extra_id_0> final RandomVariable factorLoading = getFactorLoading(timeIndex-1, factor, componentIndex, null); final RandomVariable brownianIncrement = brownianMotion.getBrownianIncrement(timeIndex-1,factor); varianceOfComponent = varianceOfComponent.addProduct(factorLoading, factorLoading); diffusionOfComponent = diffusionOfComponent.addProduct(factorLoading, brownianIncrement); } variance[componentIndex] = varianceOfComponent;