/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractShortRateVolatilityModelParametric.java
final EulerSchemeFromProcessModel process = new EulerSchemeFromProcessModel( brownianMotion, model) ;
final EulerSchemeFromProcessModel process = new EulerSchemeFromProcessModel ( model, brownianMotion ) ;
final ExecutorService executor = null; final ObjectiveFunction calibrationError = new ObjectiveFunction() { @Override public void setValues(final double[] parameters, final double[] values) throws SolverException { final ShortRateVolatilityModelParametric calibrationVolatilityModel = AbstractShortRateVolatilityModelParametric.this.getCloneWithModifiedParameters(parameters); final HullWhiteModel model = (HullWhiteModel)calibrationModel.getCloneWithModifiedVolatilityModel(calibrationVolatilityModel); <extra_id_0> final LIBORMonteCarloSimulationFromLIBORModel modelMonteCarloSimulation = new LIBORMonteCarloSimulationFromLIBORModel(model, process); final ArrayList<Future<RandomVariable>> valueFutures = new ArrayList<>(calibrationProducts.length); for(int calibrationProductIndex=0; calibrationProductIndex<calibrationProducts.length; calibrationProductIndex++) { final int workerCalibrationProductIndex = calibrationProductIndex; final Callable<RandomVariable> worker = new Callable<RandomVariable>() { @Override