/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
.mult( factor.getFactorLoading( timeIndex, correlationModel, component) ) ;
.mult ( correlationModel.getFactorLoading ( timeIndex, factor, component ) ) ;
} return factorLoading; } @Override public RandomVariable getFactorLoadingPseudoInverse(final int timeIndex, final int component, final int factor, final RandomVariable[] realizationAtTimeIndex) { RandomVariable factorLoadingPseudoInverse = volatilityModel.getVolatility(timeIndex, component).invert() <extra_id_0> final int numberOfComponents = getLiborPeriodDiscretization().getNumberOfTimeSteps(); double factorWeight = 0.0; for(int componentIndex=0; componentIndex<numberOfComponents; componentIndex++) { final double factorElement = correlationModel.getFactorLoading(timeIndex, factor, componentIndex); factorWeight += factorElement*factorElement; }