/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModelParametric.java
final ArrayList<Future<RandomVariable>> valueFutures = new ArrayList<>( calibrationProducts.length) ;final FutureTask<RandomVariable> valueFutureTask = new FutureTask<>( worker) ;
final FutureTask<RandomVariable> valueFutureTask = new FutureTask<> ( worker ) ;
}; if(executor != null) { final Future<RandomVariable> valueFuture = executor.submit(worker); valueFutures.add(calibrationProductIndex, valueFuture); } else { <extra_id_0> valueFutureTask.run(); valueFutures.add(calibrationProductIndex, valueFutureTask); } } for(int calibrationProductIndex=0; calibrationProductIndex<calibrationProducts.length; calibrationProductIndex++) { try {