/src/main/java/net/finmath/montecarlo/JumpProcessIncrements.java
final double uniformIncrement = mersenneTwister.nextDouble( ) ; for( int factorIndex=0; factorIndex<jumpIntensities.length; factorIndex++) {for( int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps( ) ; timeIndex++) {
for ( int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps ( ) ; timeIndex++ ) { for ( int factorIndex=0; factorIndex<jumpIntensities.length; factorIndex++ ) { final double uniformIncrement = mersenneTwister.nextDouble ( ) ;
for(int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { for(int factorIndex=0; factorIndex<jumpIntensities.length; factorIndex++) { poissonDistribution[timeIndex][factorIndex] = new PoissonDistribution(timeDiscretization.getTimeStep(timeIndex)*jumpIntensities[factorIndex]); } } for(int pathIndex=0; pathIndex<numberOfPaths; pathIndex++) { <extra_id_0> final double numberOfJumps = poissonDistribution[timeIndex][factorIndex].inverseCumulativeDistribution(uniformIncrement); incrementsArray[timeIndex][factorIndex][pathIndex] = numberOfJumps; } } } increments = new RandomVariable[timeDiscretization.getNumberOfTimeSteps()][jumpIntensities.length];