/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
liborAtTimeIndex[componentIndex] = << ( ( LIBORMarketModelWithTenorRefinement) model).getLIBORForStateVariable( periodDiscretization, realizationAtTimeIndex, liborPeriodDiscretization.getTime( componentIndex) , liborPeriodDiscretization.getTime( componentIndex+1) ) ;
liborAtTimeIndex[componentIndex] = ( ( LIBORMarketModelWithTenorRefinement ) model ) .getLIBORForStateVariable ( periodDiscretization, realizationAtTimeIndex, liborPeriodDiscretization.getTime ( componentIndex ) , liborPeriodDiscretization.getTime ( componentIndex+1 ) ) ;
final RandomVariable[] liborAtTimeIndex = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { if(liborPeriodDiscretization.getTime(componentIndex) < time) { liborAtTimeIndex[componentIndex] = null; } else { <extra_id_0> } } final int periodStartIndex = liborPeriodDiscretization.getTimeIndex(periodStart); final int periodEndIndex = liborPeriodDiscretization.getTimeIndex(periodEnd); final RandomVariable[] factorLoadings = covarianceModel.getFactorLoading(time, periodStartIndex, liborAtTimeIndex); if(periodEndIndex > periodStartIndex+1) {