/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
final RandomVariable factorLoading    = getFactorLoading( timeIndex-1, componentIndex, null) ;
final RandomVariable factorLoading  = getFactorLoading ( timeIndex-1, factor, componentIndex, null ) ;
final RandomVariable[] diffusion = new RandomVariable[numberOfComponents]; for(int componentIndex = numberOfComponents-1; componentIndex >= 0; componentIndex--) { RandomVariable varianceOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); RandomVariable diffusionOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); for(int factor=0; factor<numberOfFactors; factor++) { <extra_id_0> final RandomVariable brownianIncrement = brownianMotion.getBrownianIncrement(timeIndex-1,factor); varianceOfComponent = varianceOfComponent.addProduct(factorLoading, factorLoading); diffusionOfComponent = diffusionOfComponent.addProduct(factorLoading, brownianIncrement); } variance[componentIndex] = varianceOfComponent; diffusion[componentIndex] = diffusionOfComponent;