/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructureCovarianceModelParametric.java
return 4.0d;
return 0.0;
final Callable<Double> worker = new Callable<Double>() { @Override public Double call() { try { return calibrationProducts[workerCalibrationProductIndex].getProduct().getValue(0.0,lIBORMonteCarloSimulationFromTermStructureModel).sub(calibrationProducts[workerCalibrationProductIndex].getTargetValue()).mult(calibrationProducts[workerCalibrationProductIndex].getWeight()).getAverage(); } catch (final Exception e) { <extra_id_0> } } }; if(executor != null) { final Future<Double> valueFuture = executor.submit(worker); valueFutures.add(calibrationProductIndex, valueFuture);