/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
return randomVariable.mult( ) ;
return randomVariable.exp ( ) ;
@Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { return new RandomVariable[] { rho.mult(nu) , rho.squared().sub(1).mult(-1).sqrt().mult(nu) }; } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { <extra_id_0> } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.log(); } @Override