/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModel.java
return getCovariance( component1, component2, realizationAtTimeIndex) ;
return getCovariance ( timeIndex, component1, component2, realizationAtTimeIndex ) ;
@Override public RandomVariable getCovariance(final double time, final int component1, final int component2, final RandomVariable[] realizationAtTimeIndex) { int timeIndex = timeDiscretization.getTimeIndex(time); if(timeIndex < 0) { timeIndex = Math.abs(timeIndex)-2; } <extra_id_0> } @Override public RandomVariable getCovariance(final int timeIndex, final int component1, final int component2, final RandomVariable[] realizationAtTimeIndex) { final RandomVariable[] factorLoadingOfComponent1 = getFactorLoading(timeIndex, component1, realizationAtTimeIndex); final RandomVariable[] factorLoadingOfComponent2 = getFactorLoading(timeIndex, component2, realizationAtTimeIndex); RandomVariable covariance = factorLoadingOfComponent1[0].mult(factorLoadingOfComponent2[0]);