/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
for( int timeIndex = 0; timeIndex<getTimeDiscretization( ).getNumberOfTimeSteps( ) ; timeIndex++) { final ArrayList<RandomVariable> parameterArray = new ArrayList<>( ) ;
final ArrayList<RandomVariable> parameterArray = new ArrayList<> ( ) ; for ( int timeIndex = 0; timeIndex<getTimeDiscretization ( ) .getNumberOfTimeSteps ( ) ; timeIndex++ ) {
return volatility[timeIndex][component]; } @Override public RandomVariable[] getParameter() { synchronized (volatility) { if(parameter == null) { <extra_id_0> for(int liborPeriodIndex = 0; liborPeriodIndex< getLiborPeriodDiscretization().getNumberOfTimeSteps(); liborPeriodIndex++) { if(getTimeDiscretization().getTime(timeIndex) < getLiborPeriodDiscretization().getTime(liborPeriodIndex) ) { parameterArray.add(getVolatility(timeIndex,liborPeriodIndex)); } } }