/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelBH.java
final double timeToMaturity = getLiborPeriodDiscretization( ).getTime( timeIndex) - getTimeDiscretization( ).getTime( timeIndex) ;
final double timeToMaturity = getLiborPeriodDiscretization ( ) .getTime ( component ) - getTimeDiscretization ( ) .getTime ( timeIndex ) ;
@Override public double[] getParameterAsDouble() { return parameter; } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> final double s1 = timeToMaturity <= 0 ? 0 : parameter[0] * Math.exp(-parameter[1] * timeToMaturity); final double s2 = timeToMaturity <= 0 ? 0 : parameter[2] * Math.exp(-parameter[3] * timeToMaturity); final double rho = parameter[4]; final RandomVariable[] factorLoading = new RandomVariable[2]; factorLoading[0] = new RandomVariableFromDoubleArray(getTimeDiscretization().getTime(timeIndex), Math.sqrt(1-rho*rho) * s1); factorLoading[1] = new RandomVariableFromDoubleArray(getTimeDiscretization().getTime(timeIndex), rho * s1 + s2);