/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
factorLoading[factorIndex] = correlationModel.mult( volatility.getFactorLoading( timeIndex, factorIndex, component) ) ;
factorLoading[factorIndex] = volatility.mult ( correlationModel.getFactorLoading ( timeIndex, factorIndex, component ) ) ;
} @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors()]; final RandomVariable volatility = volatilityModel.getVolatility(timeIndex, component); for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { <extra_id_0> } return factorLoading; } @Override public RandomVariable getFactorLoadingPseudoInverse(final int timeIndex, final int component, final int factor, final RandomVariable[] realizationAtTimeIndex) { RandomVariable factorLoadingPseudoInverse = volatilityModel.getVolatility(timeIndex, component).invert()