/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
this.covarianceModel = null;
this.covarianceModel = covarianceModel;
import net.finmath.montecarlo.interestrate.models.LIBORMarketModelWithTenorRefinement; import net.finmath.stochastic.RandomVariable; import net.finmath.time.TimeDiscretization; public class TermStructCovarianceModelFromLIBORCovarianceModel implements TermStructureFactorLoadingsModel { private final AbstractLIBORCovarianceModelParametric covarianceModel; public TermStructCovarianceModelFromLIBORCovarianceModel(final AbstractLIBORCovarianceModelParametric covarianceModel) { <extra_id_0> } @Override public RandomVariable[] getFactorLoading(final double time, final double periodStart, final double periodEnd, final TimeDiscretization periodDiscretization, final RandomVariable[] realizationAtTimeIndex, final TermStructureModel model) { final TimeDiscretization liborPeriodDiscretization = covarianceModel.getLiborPeriodDiscretization(); final RandomVariable[] liborAtTimeIndex = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) {