/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable[] covarianceFactorSums = new RandomVariable[getNumberOfFactors( ) ];final RandomVariable[] drift = new RandomVariable[getNumberOfComponents( ) ];
final RandomVariable[] drift = new RandomVariable[getNumberOfComponents ( ) ];
@Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final double time = process.getTime(timeIndex); final double timeStep = process.getTimeDiscretization().getTimeStep(timeIndex); final double timeNext = process.getTime(timeIndex+1); final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); <extra_id_0> for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { drift[componentIndex] = null; } final RandomVariable[] variances = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { variances[componentIndex] = zero;