/src/main/java/net/finmath/montecarlo/interestrate/LIBORMonteCarloSimulationFromLIBORModel.java
for( int componentIndex=0; componentIndex<getNumberOfComponents( ) ; componentIndex++) { final RandomVariable[] randomVariableVector = new RandomVariable[getNumberOfComponents( ) ];
final RandomVariable[] randomVariableVector = new RandomVariable[getNumberOfComponents ( ) ]; for ( int componentIndex=0; componentIndex<getNumberOfComponents ( ) ; componentIndex++ ) {
public RandomVariable getLIBOR(final int timeIndex, final int liborIndex) throws CalculationException { return model.getLIBOR(process, timeIndex, liborIndex); } @Override public RandomVariable[] getLIBORs(final int timeIndex) throws CalculationException { <extra_id_0> randomVariableVector[componentIndex] = getLIBOR(timeIndex, componentIndex); } return randomVariableVector; } @Override public RandomVariable getForwardRate(final double time, final double periodStart, final double periodEnd) throws CalculationException