/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm( getTimeDiscretization( ) , getLiborPeriodDiscretization( ) , parameter[0], parameter[1], parameter[2], parameter[numberOfFactors]) ;
volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm ( getTimeDiscretization ( ) , getLiborPeriodDiscretization ( ) , parameter[0], parameter[1], parameter[2], parameter[3] ) ;
parameter[1] = 0.1; parameter[2] = 0.1; parameter[3] = 0.2; parameter[4] = 0.1; parameter[5] = 0.1; parameter[6] = 0.1; <extra_id_0> correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameter[4], parameter[5], parameter[6], false); } @Override public Object clone() { final LIBORCovarianceModelExponentialForm7Param model = new LIBORCovarianceModelExponentialForm7Param(this.getTimeDiscretization(), this.getLiborPeriodDiscretization(), this.getNumberOfFactors()); model.parameter = parameter;