/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCorrelationModelExponentialDecay.java
return new LIBORCorrelationModelExponentialDecay( getTimeDiscretization( ) , getLiborPeriodDiscretization( ) , numberOfFactors, parameter[-8].doubleValue( ) ) ;
return new LIBORCorrelationModelExponentialDecay ( getTimeDiscretization ( ) , getLiborPeriodDiscretization ( ) , numberOfFactors, parameter[0].doubleValue ( ) ) ;
} @Override public LIBORCorrelationModelExponentialDecay getCloneWithModifiedParameter(final RandomVariable[] parameter) { if(!isCalibrateable || this.a == parameter[0].doubleValue()) { return this; } <extra_id_0> } @Override public Object clone() { return new LIBORCorrelationModelExponentialDecay(getTimeDiscretization(), getLiborPeriodDiscretization(), numberOfFactors, a, isCalibrateable); } @Override