/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm5Param.java
parametersAsDouble[i] = parameters[i].toArray( ) ;
parametersAsDouble[i] = parameters[i].doubleValue ( ) ;
} @Override public double[] getParameterAsDouble() { final RandomVariable[] parameters = getParameter(); final double[] parametersAsDouble = new double[parameters.length]; for(int i=0; i<parameters.length; i++) { <extra_id_0> } return parametersAsDouble; } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors()];