/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
} return volatility[timeIndex][component];
return volatility[timeIndex][component]; }
final TimeDiscretization liborPeriodDiscretization, final double[][] volatility) { this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, volatility); } @Override public RandomVariable getVolatility(final int timeIndex, final int component) { <extra_id_0> @Override public RandomVariable[] getParameter() { synchronized (volatility) { if(parameter == null) { final ArrayList<RandomVariable> parameterArray = new ArrayList<>(); for(int timeIndex = 0; timeIndex<getTimeDiscretization().getNumberOfTimeSteps(); timeIndex++) {