/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MultiAssetBlackScholesModel.java
final double[] volatilities = getVolatilityVector( ) ;final double[] volatilities = new double[factorLoadings.length];
final double[] volatilities = new double[factorLoadings.length];
return riskFreeRate; } public double[][] getFactorLoadingMatrix() { return factorLoadings; } public double[] getVolatilityVector() { <extra_id_0> for(int underlyingIndex = 0; underlyingIndex<factorLoadings.length; underlyingIndex++) { double volatilitySquaredOfUnderlying = 0.0; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { final double factorLoading = factorLoadings[underlyingIndex][factorIndex]; volatilitySquaredOfUnderlying += factorLoading*factorLoading; }