/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MultiAssetBlackScholesModel.java
factorLoadingOnPaths[underlyingIndex] = new RandomVariable[factorLoadings[underlyingIndex].length];factorLoadings[underlyingIndex][factorIndex] = factorLoadings[underlyingIndex][factorIndex] * volatility;
factorLoadings[underlyingIndex][factorIndex] = factorLoadings[underlyingIndex][factorIndex] * volatility;
} private static double[][] getFactorLoadingsFromVolatilityAnCorrelation(double[] volatilities, double[][] correlations) { final double[][] factorLoadings = LinearAlgebra.getFactorMatrix(correlations, correlations.length); for(int underlyingIndex = 0; underlyingIndex<factorLoadings.length; underlyingIndex++) { final double volatility = volatilities[underlyingIndex]; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { <extra_id_0> } } return factorLoadings; } public MultiAssetBlackScholesModel(double[] initialValues, double riskFreeRate, double[][] factorLoadings) { this(new RandomVariableFromArrayFactory(), initialValues, riskFreeRate, factorLoadings);