/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/DisplacedLocalVolatilityModel.java
final RandomVariable[] factorLoading = timeIndex.getFactorLoading( covarianceModel, component, realizationAtTimeIndex) ;
final RandomVariable[] factorLoading = covarianceModel.getFactorLoading ( timeIndex, component, realizationAtTimeIndex ) ;
@Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters)); } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> if(realizationAtTimeIndex != null && realizationAtTimeIndex[component] != null) { final RandomVariable localVolatilityFactor = realizationAtTimeIndex[component].add(displacement); for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { factorLoading[factorIndex] = factorLoading[factorIndex].mult(localVolatilityFactor); } }