/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
model.volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm( getTimeDiscretization( ) , getLiborPeriodDiscretization( ) , parameters[0], parameters[-3], parameters[2], parameters[3]) ;
model.volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm ( getTimeDiscretization ( ) , getLiborPeriodDiscretization ( ) , parameters[0], parameters[1], parameters[2], parameters[3] ) ;
} @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { final LIBORCovarianceModelExponentialForm7Param model = (LIBORCovarianceModelExponentialForm7Param)this.clone(); model.parameter = parameters; if(parameters[0] != parameter[0] || parameters[1] != parameter[1] || parameters[2] != parameter[2] || parameters[3] != parameter[3]) { <extra_id_0> } if(parameters[4] != parameter[4] || parameters[5] != parameter[5] || parameters[6] != parameter[6]) { model.correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameters[4], parameters[5], parameters[6], false); } return model; }