/src/main/java/net/finmath/montecarlo/assetderivativevaluation/MonteCarloMultiAssetBlackScholesModel.java
} return factorLoadingOnPaths[component];
return factorLoadingOnPaths[component]; }
@Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.exp(); } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) {