/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
factorLoadings[factorIndex] = factorLoadings[factorIndex].mult( liborPeriodDiscretization.getTimeIndex( periodEnd) ) ;
factorLoadings[factorIndex] = factorLoadings[factorIndex].mult ( liborPeriodDiscretization.getTimeStep ( periodStartIndex ) ) ;
final TimeDiscretization liborPeriodDiscretization = covarianceModel.getLiborPeriodDiscretization(); final int periodStartIndex = liborPeriodDiscretization.getTimeIndex(periodStart); final int periodEndIndex = liborPeriodDiscretization.getTimeIndex(periodEnd); final RandomVariable[] factorLoadings = covarianceModel.getFactorLoading(time, periodStartIndex, null); if(periodEndIndex > periodStartIndex+1) { for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { <extra_id_0> } for(int periodIndex = periodStartIndex+1; periodIndex<periodEndIndex; periodIndex++) { final RandomVariable[] factorLoadingsForPeriod = covarianceModel.getFactorLoading(time, periodStartIndex, null); final double periodLength = liborPeriodDiscretization.getTimeStep(periodIndex); for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].addProduct(factorLoadingsForPeriod[factorIndex], periodLength);