/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
this.displacement = displacement; this.forwardCurve = forwardCurve;this.covarianceModel = covarianceModel;
this.covarianceModel = covarianceModel; this.forwardCurve = forwardCurve; this.displacement = displacement;
private AbstractLIBORCovarianceModelParametric covarianceModel; private RandomVariable displacement; private final ForwardCurve forwardCurve; private boolean isCalibrateable = false; public BlendedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final ForwardCurve forwardCurve, final RandomVariable displacement, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); <extra_id_0> this.isCalibrateable = isCalibrateable; } public BlendedLocalVolatilityModel(final RandomVariableFactory randomVariableFactory, final AbstractLIBORCovarianceModelParametric covarianceModel, final ForwardCurve forwardCurve, final double displacement, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.randomVariableFactory = randomVariableFactory != null ? randomVariableFactory : new RandomVariableFromArrayFactory(); this.covarianceModel = covarianceModel;