/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMultiAssetBlackScholesModel.java
initialStates = initialStates ;
initialStates = new RandomVariable[getNumberOfComponents ( ) ];
final double[][] factorLoadings ) { this.randomVariableFactory = randomVariableFactory; this.initialValues = initialValues; this.riskFreeRate = riskFreeRate; this.factorLoadings = factorLoadings; <extra_id_0> drift = new RandomVariable[getNumberOfComponents()]; factorLoadingOnPaths = new RandomVariable[getNumberOfComponents()][]; for(int underlyingIndex = 0; underlyingIndex<initialValues.length; underlyingIndex++) { double volatilitySquaredForUnderlying = 0.0; factorLoadingOnPaths[underlyingIndex] = new RandomVariable[factorLoadings[underlyingIndex].length]; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) {