code: @Override
  	public RandomVariable getCovariance(int timeIndex, int component1, int component2, RandomVariable[] realizationAtTimeIndex) {
  
  		RandomVariable volatilityOfComponent1 = volatilityModel.getVolatility(timeIndex, component1);
  		RandomVariable volatilityOfComponent2 = volatilityModel.getVolatility(timeIndex, component2);
  
  		double					correlationOfComponent1And2 = correlationModel.getCorrelation(timeIndex, component1, component2);
  
  		RandomVariable covariance = volatilityOfComponent1.mult(volatilityOfComponent2).mult(correlationOfComponent1And2);
  
  		return covariance;
  	}
docs: /* (non-Javadoc)
  @see net.finmath.montecarlo.interestrate.models.covariance.AbstractLIBORCovarianceModel#getCovariance(int, int, int)