/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableVarianceGammaModel.java
final VarianceGammaModelDescriptor newDescriptor = new VarianceGammaModelDescriptor( descriptor.getDiscountCurveForForwardRate( ) , descriptor.getInitialValue( ) ,descriptor.getDiscountCurveForForwardRate( ) , descriptor.getDiscountCurveForDiscountRate( ) , sigma, theta, nu) ;
final VarianceGammaModelDescriptor newDescriptor = new VarianceGammaModelDescriptor ( descriptor.getReferenceDate ( ) , descriptor.getInitialValue ( ) ,descriptor.getDiscountCurveForForwardRate ( ) , descriptor.getDiscountCurveForDiscountRate ( ) , sigma, theta, nu ) ;
} @Override public CalibratableProcess getCloneForModifiedParameters(double[] parameters) { final double sigma = sigmaInfo.getIsParameterToCalibrate() == true ? sigmaInfo.getConstraint().apply(parameters[0]) : descriptor.getSigma(); final double theta = thetaInfo.getIsParameterToCalibrate() == true ? thetaInfo.getConstraint().apply(parameters[1]) : descriptor.getTheta(); final double nu = nuInfo.getIsParameterToCalibrate() == true ? nuInfo.getConstraint().apply(parameters[2]) : descriptor.getNu(); <extra_id_0> return new CalibratableVarianceGammaModel(newDescriptor,sigmaInfo, thetaInfo, nuInfo); } @Override public ModelDescriptor getModelDescriptor() { return descriptor; }