/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
System.arraycopy ( correlationParameter, 0, parameter, parameterIndex, correlationParameter.length ) ; parameterIndex += correlationParameter.length;
int parameterIndex = 0; if(volatilityParameter != null) { System.arraycopy(volatilityParameter, 0, parameter, parameterIndex, volatilityParameter.length); parameterIndex += volatilityParameter.length; } if(correlationParameter != null) { <extra_id_0> } return parameter; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters));