Using doubleValue() instead of get(0).
@@ -1573,7 +1573,7 @@ public class LIBORMarketModelFromCovarianceModel extends AbstractProcessModel im
if(getLiborPeriod(componentIndex1) > simulationTimeDiscretization.getTime(timeIndex)) {
final RandomVariable[] factorLoadingOfComponent2 = factorLoadings[componentIndex2];
for(int factorIndex = 0; factorIndex < factorLoadingOfComponent2.length; factorIndex++) {
- integratedLIBORCovarianceValue += factorLoadingOfComponent1[factorIndex].get(0) * factorLoadingOfComponent2[factorIndex].get(0) * dt;
+ integratedLIBORCovarianceValue += factorLoadingOfComponent1[factorIndex].doubleValue() * factorLoadingOfComponent2[factorIndex].doubleValue() * dt;
}
}
integratedLIBORCovariance[timeIndex][componentIndex1][componentIndex2] = integratedLIBORCovarianceValue;
