/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final RandomVariable[] newRealization = new RandomVariableFromDoubleArray[numberOfComponents];final RandomVariable[] diffusion = new RandomVariable[numberOfComponents];
final RandomVariable[] diffusion = new RandomVariable[numberOfComponents];
discreteProcessWeights[0] = new RandomVariableFromDoubleArray(0.0, 1.0/numberOfPaths); discreteProcess[0] = getInitialValue(); for(int timeIndex = 1; timeIndex < timeDiscretization.getNumberOfTimeSteps()+1; timeIndex++) { final double deltaT = timeDiscretization.getTime(timeIndex) - timeDiscretization.getTime(timeIndex-1); final RandomVariable[] variance = new RandomVariable[numberOfComponents]; <extra_id_0> for(int componentIndex = numberOfComponents-1; componentIndex >= 0; componentIndex--) { RandomVariable varianceOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); RandomVariable diffusionOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); for(int factor=0; factor<numberOfFactors; factor++) { final RandomVariable factorLoading = getFactorLoading(timeIndex-1, factor, componentIndex, null);