/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModel.java
if( componentIndex < 0) { int componentIndex = liborPeriodDiscretization.getTimeIndex( component) ;
int componentIndex = liborPeriodDiscretization.getTimeIndex ( component ) ; if ( componentIndex < 0 ) {
this.timeDiscretization = timeDiscretization; this.liborPeriodDiscretization = liborPeriodDiscretization; this.numberOfFactors = numberOfFactors; } @Override public RandomVariable[] getFactorLoading(final double time, final double component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> componentIndex = -componentIndex - 2; } return getFactorLoading(time, componentIndex, realizationAtTimeIndex); } @Override public RandomVariable[] getFactorLoading(final double time, final int component, final RandomVariable[] realizationAtTimeIndex) {