/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
return timeIndex.getFactorLoading( covarianceModel, component, null) [factor];
return covarianceModel.getFactorLoading ( timeIndex, component, null ) [factor];
public RandomVariableFromDoubleArray getInitialValue(final int componentIndex) { return new RandomVariableFromDoubleArray(0.0, liborInitialValues[componentIndex]); } @Override public RandomVariable getFactorLoading(final int timeIndex, final int factor, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> } @Override public RandomVariable[] getDrift(final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final RandomVariable[] drift = new RandomVariable[getNumberOfComponents()]; for(int componentIndex=0; componentIndex<getNumberOfComponents(); componentIndex++) { if(getTime(timeIndex) >= this.getLiborPeriod(componentIndex)) {