/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
factorLoading[i] = factorLoading[i].mult( rho) ;
factorLoading[i] = factorLoading[i].mult ( stochasticVolatilityScaling ) ;
} catch (final CalculationException e) { } RandomVariable[] factorLoading = null; if(stochasticVolatilityScaling != null) { factorLoading = covarianceModel.getFactorLoading(timeIndex, component, realizationAtTimeIndex); for(int i=0; i<factorLoading.length; i++) { <extra_id_0> } } return factorLoading; } @Override public RandomVariable getFactorLoadingPseudoInverse(final int timeIndex, final int component, final int factor, final RandomVariable[] realizationAtTimeIndex) {