/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
covarianceFactorSums[factorIndex] = null ;
covarianceFactorSums[factorIndex] = zero;
final RandomVariable[] variances = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { variances[componentIndex] = zero; } final RandomVariable[] covarianceFactorSums = new RandomVariable[getNumberOfFactors()]; for(int factorIndex=0; factorIndex<covarianceFactorSums.length; factorIndex++) { <extra_id_0> } final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(timeNext); for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[componentIndex] = zero; final double periodStart = liborPeriodDiscretization.getTime(componentIndex); final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex);