/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
return covarianceModel.getNumberOfFactors ( ) ;
factorLoadings[factorIndex] = factorLoadings[factorIndex].div(realizationAtTimeIndex[componentIndex].mult(periodDiscretization.getTimeStep(componentIndex)).exp()); } return factorLoadings; } @Override public int getNumberOfFactors() { <extra_id_0> } @Override public double[] getParameter() { if(tenorTimeScalingModel == null) { return covarianceModel.getParameterAsDouble(); }