/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
this.volatility = new net.finmath.stochastic.RandomVariable[volatilityIndex]; java.util.Arrays.fill(this.volatility, randomVariableFactory.createRandomVariable(volatility[0]));
if ( volatility.length == 1 ) { this.volatility = new RandomVariable[volatilityIndex]; Arrays.fill ( this.volatility, randomVariableFactory.createRandomVariable ( volatility[0] ) ) ; }
continue; } timeToMaturityIndexing.put(timeToMaturity,volatilityIndex++); } indexMap.put(simulationTime, timeToMaturityIndexing); } <extra_id_0> else if(volatility.length == volatilityIndex) { this.volatility = new RandomVariable[volatilityIndex]; for(int i=0; i<volatility.length; i++) { this.volatility[i] = randomVariableFactory.createRandomVariable(volatility[i]); } }