/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogeneousDisplacedLognomalModel.java
volatilityOnPaths[componentIndex] = applyStateSpaceTransformInverse( process, timeIndex, componentIndex[componentIndex]).mult( volatility) ;
volatilityOnPaths[componentIndex] = applyStateSpaceTransformInverse ( process, timeIndex, componentIndex, realizationAtTimeIndex[componentIndex] ) .mult ( volatility ) ;
return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] volatilityOnPaths = new RandomVariable[realizationAtTimeIndex.length]; for(int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) { <extra_id_0> } return volatilityOnPaths; } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.mult(riskFreeRate.mult(process.getTime(timeIndex)).exp()).sub(displacement);