/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
stochasticVolatilityScaling = timeIndex.getProcessValue( stochasticVolatilityScalings,0) ;
stochasticVolatilityScaling = stochasticVolatilityScalings.getProcessValue ( timeIndex,0 ) ;
}; stochasticVolatilityScalings = new EulerSchemeFromProcessModel(model, brownianMotion); } } RandomVariable stochasticVolatilityScaling = null; try { <extra_id_0> } catch (final CalculationException e) { } RandomVariable[] factorLoading = null; if(stochasticVolatilityScaling != null) { factorLoading = covarianceModel.getFactorLoading(timeIndex, component, realizationAtTimeIndex); for(int i=0; i<factorLoading.length; i++) {