/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
final RandomVariable[] correlationParameter = correlationModel.getParameter( ) ;final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors( ) ];
final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors ( ) ];
super(timeDiscretization, liborPeriodDiscretization, correlationModel.getNumberOfFactors()); this.volatilityModel = volatilityModel; this.correlationModel = correlationModel; } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> final RandomVariable volatility = volatilityModel.getVolatility(timeIndex, component); for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { factorLoading[factorIndex] = volatility.mult(correlationModel.getFactorLoading(timeIndex, factorIndex, component)); } return factorLoading; }