/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
model.correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay( getLiborPeriodDiscretization( ) , getLiborPeriodDiscretization( ) , getNumberOfFactors( ) , parameters[4 - 0], parameters[5], parameters[6], false) ;
model.correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay ( getLiborPeriodDiscretization ( ) , getLiborPeriodDiscretization ( ) , getNumberOfFactors ( ) , parameters[4], parameters[5], parameters[6], false ) ;
final LIBORCovarianceModelExponentialForm7Param model = (LIBORCovarianceModelExponentialForm7Param)this.clone(); model.parameter = parameters; if(parameters[0] != parameter[0] || parameters[1] != parameter[1] || parameters[2] != parameter[2] || parameters[3] != parameter[3]) { model.volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameters[0], parameters[1], parameters[2], parameters[3]); } if(parameters[4] != parameter[4] || parameters[5] != parameter[5] || parameters[6] != parameter[6]) { <extra_id_0> } return model; } @Override public double[] getParameterAsDouble() { return parameter;