/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModel.java
return liborPeriodDiscretization;
return timeDiscretization;
covariance = covariance.addProduct(factorLoadingOfComponent1[factorIndex],factorLoadingOfComponent2[factorIndex]); } return covariance; } @Override public TimeDiscretization getTimeDiscretization() { <extra_id_0> } @Override public TimeDiscretization getLiborPeriodDiscretization() { return liborPeriodDiscretization; } @Override