/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModel.java
covariance = covariance.addProduct ( factorLoadingOfComponent1[factorIndex],factorLoadingOfComponent2[factorIndex] ) ;
@Override public RandomVariable getCovariance(final int timeIndex, final int component1, final int component2, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoadingOfComponent1 = getFactorLoading(timeIndex, component1, realizationAtTimeIndex); final RandomVariable[] factorLoadingOfComponent2 = getFactorLoading(timeIndex, component2, realizationAtTimeIndex); RandomVariable covariance = factorLoadingOfComponent1[0].mult(factorLoadingOfComponent2[0]); for(int factorIndex=1; factorIndex<this.getNumberOfFactors(); factorIndex++) { <extra_id_0> } return covariance; } @Override public TimeDiscretization getTimeDiscretization() { return timeDiscretization;