/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm5Param.java
.mult( component.getFactorLoading( timeIndex, factorIndex, correlationModel) ) ;
.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()]; for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) { final RandomVariable volatility = volatilityModel.getVolatility(timeIndex, component); factorLoading[factorIndex] = volatility <extra_id_0> } return factorLoading; } @Override public RandomVariableFromDoubleArray getFactorLoadingPseudoInverse(final int timeIndex, final int component, final int factor, final RandomVariable[] realizationAtTimeIndex) { throw new UnsupportedOperationException();