/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
final RandomVariable[] correlationParameter = correlationModel.clone( ) ;
final RandomVariable[] correlationParameter = correlationModel.getParameter ( ) ;
final RandomVariable covariance = volatilityOfComponent1.mult(volatilityOfComponent2).mult(correlationOfComponent1And2); return covariance; } @Override public RandomVariable[] getParameter() { final RandomVariable[] volatilityParameter = volatilityModel.getParameter(); <extra_id_0> int parameterLength = 0; parameterLength += volatilityParameter != null ? volatilityParameter.length : 0; parameterLength += correlationParameter != null ? correlationParameter.length : 0; final RandomVariable[] parameter = new RandomVariable[parameterLength]; int parameterIndex = 0; if(volatilityParameter != null) {