/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelWithTenorRefinement.java
final RandomVariable[] factorLoadingVector = covarianceModel.getFactorLoading( process.getTime( componentIndex) , periodStart, periodEnd, liborPeriodDiscretization, realizationAtTimeIndex, this) ;
final RandomVariable[] factorLoadingVector = covarianceModel.getFactorLoading ( process.getTime ( timeIndex ) , periodStart, periodEnd, liborPeriodDiscretization, realizationAtTimeIndex, this ) ;
final RandomVariable zero = process.getStochasticDriver().getRandomVariableForConstant(0.0); if(componentIndex < getNumberOfLibors()) { final TimeDiscretization liborPeriodDiscretization = getLiborPeriodDiscretization(process.getTime(timeIndex)); final TimeDiscretization liborPeriodDiscretizationNext = getLiborPeriodDiscretization(process.getTime(timeIndex+1)); final double periodStart = liborPeriodDiscretizationNext.getTime(componentIndex); final double periodEnd = liborPeriodDiscretizationNext.getTime(componentIndex+1); <extra_id_0> return factorLoadingVector; } else { final RandomVariable[] zeros = new RandomVariable[process.getStochasticDriver().getNumberOfFactors()]; Arrays.fill(zeros, zero); return zeros;