/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MultiAssetBlackScholesModel.java
for( int factorIndex = 0; underlyingIndex<factorLoadings.length; underlyingIndex++) {
for ( int underlyingIndex = 0; underlyingIndex<factorLoadings.length; underlyingIndex++ ) {
} public double[][] getFactorLoadingMatrix() { return factorLoadings; } public double[] getVolatilityVector() { final double[] volatilities = new double[factorLoadings.length]; <extra_id_0> double volatilitySquaredOfUnderlying = 0.0; for(int factorIndex = 0; factorIndex<factorLoadings[underlyingIndex].length; factorIndex++) { final double factorLoading = factorLoadings[underlyingIndex][factorIndex]; volatilitySquaredOfUnderlying += factorLoading*factorLoading; } volatilities[underlyingIndex] = Math.sqrt(volatilitySquaredOfUnderlying);