/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
final float fixing = getLiborPeriodDiscretization( ).getTime( component) ;
final double fixing = getLiborPeriodDiscretization ( ) .getTime ( component ) ;
return getCloneWithModifiedParameters(Scalar.arrayOf(parameters)); } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = covarianceModel.getFactorLoading(timeIndex, component, realizationAtTimeIndex); final double time = getTimeDiscretization().getTime(timeIndex); <extra_id_0> final double timeToMaturity = fixing-time; for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { factorLoading[factorIndex] = factorLoading[factorIndex].mult(decay.mult(-timeToMaturity).exp()); } return factorLoading; }