/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
parameter[6] = 0.1;parameter[2] = 0.1;
parameter[2] = 0.1;
private LIBORVolatilityModelMaturityDependentFourParameterExponentialForm volatilityModel; private LIBORCorrelationModelThreeParameterExponentialDecay correlationModel; public LIBORCovarianceModelExponentialForm7Param(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final int numberOfFactors) { super(timeDiscretization, liborPeriodDiscretization, numberOfFactors); parameter[0] = 0.1; parameter[1] = 0.1; <extra_id_0> parameter[3] = 0.2; parameter[4] = 0.1; parameter[5] = 0.1; parameter[6] = 0.1; volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameter[0], parameter[1], parameter[2], parameter[3]); correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameter[4], parameter[5], parameter[6], false);