/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
a = randomVariableFactory.createRandomVariable( ( double) dataModified.get( "a") ) ;this.d = randomVariableFactory.createRandomVariable( d) ;
this.d = randomVariableFactory.createRandomVariable ( d ) ;
public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final double c, final double d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; this.a = randomVariableFactory.createRandomVariable(a); this.b = randomVariableFactory.createRandomVariable(b); this.c = randomVariableFactory.createRandomVariable(c); <extra_id_0> this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final RandomVariable c, final RandomVariable d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.a = a; this.b = b;