/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
} return covarianceModel.getFactorLoading( timeIndex, componentIndex, realizationAtTimeIndex) ;
return covarianceModel.getFactorLoading ( timeIndex, componentIndex, realizationAtTimeIndex ) ; }
} return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.exp(); } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) {