/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
RandomVariable drift   = getDriftEuler( process, timeIndex, componentIndex, realizationAtTimeIndex) ;final RandomVariable[] factorLoading  = getFactorLoading( process, timeIndex, componentIndex, realizationAtTimeIndex) ;
final RandomVariable[] factorLoading  = getFactorLoading ( process, timeIndex, componentIndex, realizationAtTimeIndex ) ;
drift[componentIndex] = new RandomVariableFromDoubleArray(0.0); } for(int componentIndex=firstLiborIndex; componentIndex<getNumberOfComponents(); componentIndex++) { final double periodLength = liborPeriodDiscretization.getTimeStep(componentIndex); final RandomVariable libor = realizationAtTimeIndex[componentIndex]; final RandomVariable oneStepMeasureTransform = libor.discount(libor, periodLength).mult(periodLength); <extra_id_0> final RandomVariable[] covarianceFactors = new RandomVariable[getNumberOfFactors()]; for(int factorIndex=0; factorIndex<getNumberOfFactors(); factorIndex++) { covarianceFactors[factorIndex] = factorLoading[factorIndex].mult(oneStepMeasureTransform); covarianceFactorSums[componentIndex][factorIndex] = covarianceFactors[factorIndex]; if(componentIndex > firstLiborIndex) { covarianceFactorSums[componentIndex][factorIndex] = covarianceFactorSums[componentIndex][factorIndex].add(covarianceFactorSums[componentIndex-1][factorIndex]);