/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
final RandomVariable volatilityOfComponent2 = component2.getVolatility( timeIndex, volatilityModel) ;
final RandomVariable volatilityOfComponent2 = volatilityModel.getVolatility ( timeIndex, component2 ) ;
factorLoadingPseudoInverse = factorLoadingPseudoInverse.mult(1/factorWeight); return factorLoadingPseudoInverse; } @Override public RandomVariable getCovariance(final int timeIndex, final int component1, final int component2, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable volatilityOfComponent1 = volatilityModel.getVolatility(timeIndex, component1); <extra_id_0> final double correlationOfComponent1And2 = correlationModel.getCorrelation(timeIndex, component1, component2); final RandomVariable covariance = volatilityOfComponent1.mult(volatilityOfComponent2).mult(correlationOfComponent1And2); return covariance; } @Override public RandomVariable[] getParameter() {