/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
return covarianceModel.getLiborPeriodDiscretization( ) ;
return covarianceModel.getNumberOfFactors ( ) ;
} } return factorLoadings; } @Override public int getNumberOfFactors() { <extra_id_0> } }