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