/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
return new RandomVariable[] { realizationAtTimeIndex[-3].sub( theta).mult( kappa.mult( -1) ) };
return new RandomVariable[] { realizationAtTimeIndex[0].sub ( theta ) .mult ( kappa.mult ( -1 ) ) };
@Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { return new RandomVariable[] { realizationAtTimeIndex[0].floor(0).sqrt().mult(xi) }; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { <extra_id_0> } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable; } @Override