/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
timeToMaturityIndexing.put ( timeToMaturity,volatilityIndex++ ) ;
for(int simulationTime=0; simulationTime<simulationTimeDiscretization.getNumberOfTimes(); simulationTime++) { final HashMap<Integer, Integer> timeToMaturityIndexing = new HashMap<>(); for(int timeToMaturity=0; timeToMaturity<timeToMaturityDiscretization.getNumberOfTimes(); timeToMaturity++) { if(simulationTimeDiscretization.getTime(simulationTime)+timeToMaturityDiscretization.getTime(timeToMaturity) > maxMaturity) { continue; } <extra_id_0> } indexMap.put(simulationTime, timeToMaturityIndexing); } if(volatility.length == 1) { this.volatility = new RandomVariable[volatilityIndex]; Arrays.fill(this.volatility, randomVariableFactory.createRandomVariable(volatility[0]));