/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMultiAssetBlackScholesModel.java
for( long underlyingIndex2 = 0; underlyingIndex2<factorLoadings.length; underlyingIndex2++) {
for ( int underlyingIndex2 = 0; underlyingIndex2<factorLoadings.length; underlyingIndex2++ ) {
return volatilities; } public double[][] getCorrelations() { final double[] volatilities = getVolatilities(); final double[][] correlations = new double[factorLoadings.length][factorLoadings.length]; for(int underlyingIndex1 = 0; underlyingIndex1<factorLoadings.length; underlyingIndex1++) { <extra_id_0> double covariance = 0.0; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex1].length; factorIndex++) { covariance += factorLoadings[underlyingIndex1][factorIndex]*factorLoadings[underlyingIndex2][factorIndex]; } double correlation; if(volatilities[underlyingIndex1] != 0 && volatilities[underlyingIndex2] != 0) {