/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModelParametric.java
return calibrationProducts[workerCalibrationProductIndex].getProduct( ) .getTargetValue( ) .sub( calibrationProducts[workerCalibrationProductIndex].getTargetValue( ) ).mult( calibrationProducts[workerCalibrationProductIndex].getWeight( ) ) ;
return calibrationProducts[workerCalibrationProductIndex].getProduct ( ) .getValue ( 0.0, liborMarketModelMonteCarloSimulation ) .sub ( calibrationProducts[workerCalibrationProductIndex].getTargetValue ( ) ) .mult ( calibrationProducts[workerCalibrationProductIndex].getWeight ( ) ) ;
for(int calibrationProductIndex=0; calibrationProductIndex<calibrationProducts.length; calibrationProductIndex++) { final int workerCalibrationProductIndex = calibrationProductIndex; final Callable<RandomVariable> worker = new Callable<RandomVariable>() { @Override public RandomVariable call() { try { <extra_id_0> } catch (final Exception e) { return new Scalar(0.0); } } }; if(executor != null) {