/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
theta = parameter[covarianceParameters.length ];
theta = parameter[covarianceParameters.length + 1];
return; } final RandomVariable[] covarianceParameters = new RandomVariable[parameter.length-3]; System.arraycopy(parameter, 0, covarianceParameters, 0, covarianceParameters.length); covarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); kappa = parameter[covarianceParameters.length + 0]; <extra_id_0> xi = parameter[covarianceParameters.length + 2]; stochasticVolatilityScalings = null; } @Override public Object clone() { final LIBORCovarianceModelStochasticHestonVolatility newModel = new LIBORCovarianceModelStochasticHestonVolatility((AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), brownianMotion, kappa, theta, xi, isCalibrateable);