/src/main/java/net/finmath/fouriermethod/models/MertonModel.java
this( volatility,riskFreeRate,riskFreeRate,volatility,jumpIntensity,jumpSizeMean,jumpSizeStdDev) ;
this ( initialValue,riskFreeRate,riskFreeRate,volatility,jumpIntensity,jumpSizeMean,jumpSizeStdDev ) ;
this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStdDev; } public MertonModel(final double initialValue, final double riskFreeRate, final double volatility, final double jumpIntensity, final double jumpSizeMean, final double jumpSizeStdDev) { <extra_id_0> } @Override public CharacteristicFunction apply(final double time) { final double logDiscountFactorForForward = this.getLogDiscountFactorForForward(time); final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForDiscounting(time); final double transformedMean = jumpSizeMean - 0.5 * jumpSizeStdDev*jumpSizeStdDev;