From 2807ebe0fedac3af0a96e486c9039947bad23e48 Mon Sep 17 00:00:00 2001
From: Christian Fries <email@christian-fries.de>
Date: Fri, 20 Oct 2023 16:33:44 +0200
Subject: [PATCH] Using model's own getNumberOfFactors.

---
 .../models/LIBORMarketModelFromCovarianceModel.java             | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java b/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
index 1a56e556bf..49b30c2ad2 100644
--- a/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
+++ b/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
@@ -1141,7 +1141,7 @@ public RandomVariable[] getDrift(final MonteCarloProcess process, final int time
 		}
 
 		// Allocate array (for each k) for the sums of delta_{i}/(1+L_{i} \delta_i) f_{i,k} (+ for spot measure, - for terminal measure)
-		final RandomVariable[]	factorLoadingsSums	= new RandomVariable[process.getNumberOfFactors()];		
+		final RandomVariable[]	factorLoadingsSums	= new RandomVariable[getNumberOfFactors()];
 		Arrays.fill(factorLoadingsSums, zero);
 
 		if(measure == Measure.SPOT) {