/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
this.volatility[indexMap.get( randomVariableFactory).get( timeToMaturity) ] = simulationTime.createRandomVariable( volatility[simulationTime][timeToMaturity]) ;
this.volatility[indexMap.get ( simulationTime ) .get ( timeToMaturity ) ] = randomVariableFactory.createRandomVariable ( volatility[simulationTime][timeToMaturity] ) ;
} indexMap.put(simulationTime, timeToMaturityIndexing); } this.volatility = new RandomVariable[volatilityIndex]; for(final Integer simulationTime : indexMap.keySet()) { for(final Integer timeToMaturity : indexMap.get(simulationTime).keySet()) { <extra_id_0> } } this.simulationTimeDiscretization = simulationTimeDiscretization; this.timeToMaturityDiscretization = timeToMaturityDiscretization; this.isCalibrateable = isCalibrateable; }