/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MultiAssetBlackScholesModel.java
factorLoadingOnPaths = new RandomVariable[getNumberOfComponents( ) ][]; drift = new RandomVariable[getNumberOfComponents( ) ];
drift = new RandomVariable[getNumberOfComponents ( ) ]; factorLoadingOnPaths = new RandomVariable[getNumberOfComponents ( ) ][];
) { this.randomVariableFactory = randomVariableFactory; this.initialValues = initialValues; this.riskFreeRate = riskFreeRate; this.factorLoadings = factorLoadings; initialStates = new RandomVariable[getNumberOfComponents()]; <extra_id_0> for(int underlyingIndex = 0; underlyingIndex<initialValues.length; underlyingIndex++) { double volatilitySquaredForUnderlying = 0.0; factorLoadingOnPaths[underlyingIndex] = new RandomVariable[factorLoadings[underlyingIndex].length]; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { volatilitySquaredForUnderlying += factorLoadings[underlyingIndex][factorIndex] * factorLoadings[underlyingIndex][factorIndex]; factorLoadingOnPaths[underlyingIndex][factorIndex] = getRandomVariableForConstant(factorLoadings[underlyingIndex][factorIndex]);