/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
final RandomVariable volatilityOfComponent1 = volatilityModel.getVolatility( timeIndex, component1) ;final RandomVariable covariance = volatilityOfComponent1.mult( volatilityOfComponent2).mult( correlationOfComponent1And2) ;
final RandomVariable covariance = volatilityOfComponent1.mult ( volatilityOfComponent2 ) .mult ( correlationOfComponent1And2 ) ;
} @Override public RandomVariable getCovariance(final int timeIndex, final int component1, final int component2, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable volatilityOfComponent1 = volatilityModel.getVolatility(timeIndex, component1); final RandomVariable volatilityOfComponent2 = volatilityModel.getVolatility(timeIndex, component2); final double correlationOfComponent1And2 = correlationModel.getCorrelation(timeIndex, component1, component2); <extra_id_0> return covariance; } @Override public RandomVariable[] getParameter() { final RandomVariable[] volatilityParameter = volatilityModel.getParameter(); final RandomVariable[] correlationParameter = correlationModel.getParameter();