/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
initialStateRandomVariable[componentIndex] = process.getStochasticDriver( ).getRandomVariableForConstant( 0.0) ;final RandomVariable zero = process.getStochasticDriver( ).getRandomVariableForConstant( 0.0) ;
final RandomVariable zero = process.getStochasticDriver ( ) .getRandomVariableForConstant ( 0.0 ) ;
return weight2 / covarianceModel.getScaledTenorTime(periodStart, periodEnd); } } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> if(componentIndex < getNumberOfLibors()) { final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(process.getTime(timeIndex)); final TimeDiscretization liborPeriodDiscretizationNext = getLiborPeriodDiscretization(process.getTime(timeIndex+1)); final double periodStart = liborPeriodDiscretizationNext.getTime(componentIndex); final double periodEnd = liborPeriodDiscretizationNext.getTime(componentIndex+1); final RandomVariable[] factorLoadingVector = covarianceModel.getFactorLoading(process.getTime(timeIndex), periodStart, periodEnd, liborPeriodDiscretization, realizationAtTimeIndex, this);