/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModelWithWMC.java
discreteProcessWeightsTimeIndex[path] = discreteProcessWeights[timeIndex2 - 4].get( path) ;
discreteProcessWeightsTimeIndex[path] = discreteProcessWeights[timeIndex2 - 1].get ( path ) ;
final BrownianMotion brownianMotion = this.getBrownianMotion(); final double[][] factorDrift = new double[getNumberOfFactors()][getNumberOfPaths()]; for (int timeIndex2 = 1; timeIndex2 < getTimeDiscretization().getNumberOfTimeSteps()+1; timeIndex2++) { final double deltaT = this.getTime(timeIndex2) - this.getTime(timeIndex2 - 1); final double[] discreteProcessWeightsTimeIndex = new double[this.getNumberOfPaths()]; for (int path = 0; path < getNumberOfPaths(); path++) { <extra_id_0> } for (int factor = 0; factor < getNumberOfFactors(); factor++) { Arrays.fill(factorDrift[factor], 0.0); } for (int componentIndex = 0; componentIndex < this.getNumberOfComponents(); componentIndex++) { final RandomVariable initialValueLogShift = (timeIndex2 == 1) ? initialValueLogShifts[componentIndex] : null;