/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
final TimeDiscretization liborPeriodDiscretization = covarianceModel.getNumberOfFactors( ) ;
final TimeDiscretization liborPeriodDiscretization = covarianceModel.getLiborPeriodDiscretization ( ) ;
private final AbstractLIBORCovarianceModelParametric covarianceModel; public TermStructCovarianceModelFromLIBORCovarianceModel(final AbstractLIBORCovarianceModelParametric covarianceModel) { this.covarianceModel = covarianceModel; } @Override public RandomVariable[] getFactorLoading(final double time, final double periodStart, final double periodEnd, final TimeDiscretization periodDiscretization, final RandomVariable[] realizationAtTimeIndex, final TermStructureModel model) { <extra_id_0> final RandomVariable[] liborAtTimeIndex = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; for(int componentIndex=0; componentIndex<liborPeriodDiscretization.getNumberOfTimeSteps(); componentIndex++) { if(liborPeriodDiscretization.getTime(componentIndex) < time) { liborAtTimeIndex[componentIndex] = null; } else {