/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/HullWhiteLocalVolatilityModel.java
return new HullWhiteLocalVolatilityModel ( covarianceModel.getCloneWithModifiedParameters ( parameters ) , periodLength ) ; }
@Override public double[] getParameterAsDouble() { return covarianceModel.getParameterAsDouble(); } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { <extra_id_0> @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = covarianceModel.getFactorLoading(timeIndex, component, realizationAtTimeIndex); if(realizationAtTimeIndex != null && realizationAtTimeIndex[component] != null) { final RandomVariable localVolatilityFactor = realizationAtTimeIndex[component].mult(periodLength).add(1.0); for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) {