/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
if ( !( isCalibrateable) ) {   covarianceModel = covarianceModel.getCloneWithModifiedParameters( parameter) ;   return ; }
[Delete]
this.theta = new Scalar(theta); this.xi = new Scalar(xi); this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() { <extra_id_0> return covarianceModel.getParameter(); } final RandomVariable[] covarianceParameters = covarianceModel.getParameter(); if(covarianceParameters == null) { return new RandomVariable[] { theta, kappa, xi }; }