/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
final double periodLength = periodIndex.getTimeStep( liborPeriodDiscretization) ;
final double periodLength = liborPeriodDiscretization.getTimeStep ( periodIndex ) ;
if(periodEndIndex > periodStartIndex+1) { for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].mult(liborPeriodDiscretization.getTimeStep(periodStartIndex)); } for(int periodIndex = periodStartIndex+1; periodIndex<periodEndIndex; periodIndex++) { final RandomVariable[] factorLoadingsForPeriod = covarianceModel.getFactorLoading(time, periodStartIndex, null); <extra_id_0> for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].addProduct(factorLoadingsForPeriod[factorIndex], periodLength); } } for(int factorIndex = 0; factorIndex<factorLoadings.length; factorIndex++) { factorLoadings[factorIndex] = factorLoadings[factorIndex].div(periodEnd-periodStart);