/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization( process.getTime( timeIndex) ) ;final double   periodStart = liborPeriodDiscretizationNext.getTime( componentIndex) ;
final double   periodStart = liborPeriodDiscretizationNext.getTime ( componentIndex ) ;
public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); if(componentIndex < getNumberOfLibors()) { final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(process.getTime(timeIndex)); final TimeDiscretization liborPeriodDiscretizationNext = getLiborPeriodDiscretization(process.getTime(timeIndex+1)); <extra_id_0> final double periodEnd = liborPeriodDiscretizationNext.getTime(componentIndex+1); final RandomVariable[] factorLoadingVector = covarianceModel.getFactorLoading(process.getTime(timeIndex), periodStart, periodEnd, liborPeriodDiscretization, realizationAtTimeIndex, this); return factorLoadingVector; } else { final RandomVariable[] zeros = new RandomVariable[process.getStochasticDriver().getNumberOfFactors()];