/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable[] zeros = new RandomVariable[process.getStochasticDriver( ).getNumberOfFactors( ) ];final RandomVariable[] covarianceFactorSums = new RandomVariable[getNumberOfFactors( ) ];
final RandomVariable[] covarianceFactorSums = new RandomVariable[getNumberOfFactors ( ) ];
drift[componentIndex] = null; } final RandomVariable[] variances = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { variances[componentIndex] = zero; } <extra_id_0> for(int factorIndex=0; factorIndex<covarianceFactorSums.length; factorIndex++) { covarianceFactorSums[factorIndex] = zero; } final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(timeNext); for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { drift[componentIndex] = zero;