/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java
this.d = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps( ) ]; Arrays.fill( randomVariableFactory.createRandomVariable( d) ) ;
this.d = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps ( ) ]; Arrays.fill ( this.d, randomVariableFactory.createRandomVariable ( d ) ) ;
final double a, final double b, final double c, final double d) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; this.a = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; Arrays.fill(this.a, randomVariableFactory.createRandomVariable(a)); this.b = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; Arrays.fill(this.b, randomVariableFactory.createRandomVariable(b)); this.c = new RandomVariable[liborPeriodDiscretization.getNumberOfTimeSteps()]; Arrays.fill(this.c, randomVariableFactory.createRandomVariable(c)); <extra_id_0> } public LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final double c, final double d) { this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, a, b, c, d); } public LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(final TimeDiscretization timeDiscretization,