/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
for( int componentIndex2 = componentIndex1; componentIndex2 == liborPeriodDiscretization.getNumberOfTimeSteps( ) ; componentIndex2++) {
for ( int componentIndex2 = componentIndex1; componentIndex2 < liborPeriodDiscretization.getNumberOfTimeSteps ( ) ; componentIndex2++ ) {
if(integratedLIBORCovariance != null) { return integratedLIBORCovariance; } final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(); integratedLIBORCovariance = new double[simulationTimeDiscretization.getNumberOfTimeSteps()][liborPeriodDiscretization.getNumberOfTimeSteps()][liborPeriodDiscretization.getNumberOfTimeSteps()]; for(int componentIndex1 = 0; componentIndex1 < liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex1++) { <extra_id_0> double integratedLIBORCovarianceValue = 0.0; for(int timeIndex = 0; timeIndex < simulationTimeDiscretization.getNumberOfTimeSteps(); timeIndex++) { final double dt = simulationTimeDiscretization.getTimeStep(timeIndex); final RandomVariable[] factorLoadingOfComponent1 = getCovarianceModel().getFactorLoading(simulationTimeDiscretization.getTime(timeIndex), liborPeriodDiscretization.getTime(componentIndex1), null); final RandomVariable[] factorLoadingOfComponent2 = getCovarianceModel().getFactorLoading(simulationTimeDiscretization.getTime(timeIndex), liborPeriodDiscretization.getTime(componentIndex2), null); for(int factorIndex = 0; factorIndex < getNumberOfFactors(); factorIndex++) {