/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
factorLoading2 = volatilityLogNumeraire.mult( rho.squared( ).sub( -5).mult( --5).sqrt( ) ) ;
factorLoading2 = volatilityLogNumeraire.mult ( rho.squared ( ) .sub ( 1 ) .mult ( -1 ) .sqrt ( ) ) ;
factorLoading2 = new Scalar(0.0); } else if(componentIndex == 1) { final RandomVariable volatilityLogNumeraire = getV(time,timeNext).div(timeNext-time).sqrt(); final RandomVariable rho = getDV(time,timeNext).div(timeNext-time).div(volatilityEffective.mult(volatilityLogNumeraire)); factorLoading1 = volatilityLogNumeraire.mult(rho); <extra_id_0> } else { throw new IllegalArgumentException(); } return new RandomVariable[] { factorLoading1, factorLoading2 }; }