/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
this.volatility = volatility; this.riskFreeRate = riskFreeRate;
this.riskFreeRate = riskFreeRate; this.volatility = volatility;
final RandomVariableFactory randomVariableFactory ) { super(); this.randomVariableFactory = randomVariableFactory; this.initialValue = initialValue; this.discountCurveForForwardRate = null; <extra_id_0> this.discountCurveForDiscountRate = null; this.discountRate = discountRate; this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStDev; }