/src/main/java/net/finmath/montecarlo/templatemethoddesign/LogNormalProcess.java
diffusionOfComponent = diffusionOfComponent.addProduct ( factorLoading, brownianIncrement ) ; }
RandomVariable varianceOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); RandomVariable diffusionOfComponent = new RandomVariableFromDoubleArray(getTime(timeIndex-1),0.0); for(int factor=0; factor<numberOfFactors; factor++) { final RandomVariable factorLoading = getFactorLoading(timeIndex-1, factor, componentIndex, null); final RandomVariable brownianIncrement = brownianMotion.getBrownianIncrement(timeIndex-1,factor); varianceOfComponent = varianceOfComponent.addProduct(factorLoading, factorLoading); <extra_id_0> variance[componentIndex] = varianceOfComponent; diffusion[componentIndex] = diffusionOfComponent; } RandomVariable[] drift; if(scheme == Scheme.PREDICTOR_USING_LASTREALIZATION) { drift = getDrift(timeIndex-1, discreteProcess[timeIndex-1], discreteProcess[timeIndex]);