/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
componentIndex = -componentIndex-4-4;
componentIndex = -componentIndex-1-1;
for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].div(periodEnd-periodStart); } } int componentIndex = periodDiscretization.getTimeIndex(periodStart); if(componentIndex < 0) { <extra_id_0> } int componentIndex2 = periodDiscretization.getTimeIndex(periodEnd); if(componentIndex2 < 0) { componentIndex2 = -componentIndex2-1; } if(componentIndex != componentIndex2-1) {