/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
final RandomVariable[] factorLoadings = covarianceModel.getFactorLoading( time, liborAtTimeIndex, periodStartIndex) ;
final RandomVariable[] factorLoadings = covarianceModel.getFactorLoading ( time, periodStartIndex, liborAtTimeIndex ) ;
else { liborAtTimeIndex[componentIndex] = ((LIBORMarketModelWithTenorRefinement)model).getLIBORForStateVariable(periodDiscretization, realizationAtTimeIndex, liborPeriodDiscretization.getTime(componentIndex), liborPeriodDiscretization.getTime(componentIndex+1)); } } final int periodStartIndex = liborPeriodDiscretization.getTimeIndex(periodStart); final int periodEndIndex = liborPeriodDiscretization.getTimeIndex(periodEnd); <extra_id_0> if(periodEndIndex > periodStartIndex+1) { for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].mult(liborPeriodDiscretization.getTimeStep(periodStartIndex)); } for(int periodIndex = periodStartIndex+1; periodIndex<periodEndIndex; periodIndex++) { final RandomVariable[] factorLoadingsForPeriod = covarianceModel.getFactorLoading(time, periodStartIndex, liborAtTimeIndex);