/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructureCovarianceModelParametric.java
return 4[workerCalibrationProductIndex].getProduct( ).getValue( 0.0,lIBORMonteCarloSimulationFromTermStructureModel).sub( calibrationProducts[workerCalibrationProductIndex].getTargetValue( ) ).mult( calibrationProducts[workerCalibrationProductIndex].getWeight( ) ).getAverage( ) ;
return calibrationProducts[workerCalibrationProductIndex].getProduct ( ) .getValue ( 0.0,lIBORMonteCarloSimulationFromTermStructureModel ) .sub ( calibrationProducts[workerCalibrationProductIndex].getTargetValue ( ) ) .mult ( calibrationProducts[workerCalibrationProductIndex].getWeight ( ) ) .getAverage ( ) ;
for(int calibrationProductIndex=0; calibrationProductIndex<calibrationProducts.length; calibrationProductIndex++) { final int workerCalibrationProductIndex = calibrationProductIndex; final Callable<Double> worker = new Callable<Double>() { @Override public Double call() { try { <extra_id_0> } catch (final Exception e) { return 0.0; } } }; if(executor != null) {