/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
factorLoading = covarianceModel.getFactorLoading( timeIndex, component) ;
factorLoading = covarianceModel.getFactorLoading ( timeIndex, component, realizationAtTimeIndex ) ;
try { stochasticVolatilityScaling = stochasticVolatilityScalings.getProcessValue(timeIndex,0); } catch (final CalculationException e) { } RandomVariable[] factorLoading = null; if(stochasticVolatilityScaling != null) { <extra_id_0> for(int i=0; i<factorLoading.length; i++) { factorLoading[i] = factorLoading[i].mult(stochasticVolatilityScaling); } } return factorLoading; }