/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModel.java
private AbstractLIBORCovarianceModelParametric covarianceModel;
private final AbstractLIBORCovarianceModelParametric covarianceModel;
package net.finmath.montecarlo.interestrate.models.covariance; import net.finmath.montecarlo.interestrate.TermStructureModel; import net.finmath.montecarlo.interestrate.models.LIBORMarketModelWithTenorRefinement; import net.finmath.stochastic.RandomVariable; import net.finmath.time.TimeDiscretization; public class TermStructCovarianceModelFromLIBORCovarianceModel implements TermStructureFactorLoadingsModel { <extra_id_0> public TermStructCovarianceModelFromLIBORCovarianceModel(final AbstractLIBORCovarianceModelParametric covarianceModel) { this.covarianceModel = covarianceModel; } @Override public RandomVariable[] getFactorLoading(final double time, final double periodStart, final double periodEnd, final TimeDiscretization periodDiscretization, final RandomVariable[] realizationAtTimeIndex, final TermStructureModel model) { final TimeDiscretization liborPeriodDiscretization = covarianceModel.getLiborPeriodDiscretization();