/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm5Param.java
} parametersAsDouble[i] = parameters[i].doubleValue( ) ;
parametersAsDouble[i] = parameters[i].doubleValue ( ) ; }
} @Override public double[] getParameterAsDouble() { final RandomVariable[] parameters = getParameter(); final double[] parametersAsDouble = new double[parameters.length]; for(int i=0; i<parameters.length; i++) { <extra_id_0> return parametersAsDouble; } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoading = new RandomVariable[correlationModel.getNumberOfFactors()]; for (int factorIndex = 0; factorIndex < factorLoading.length; factorIndex++) {