/src/main/java/net/finmath/fouriermethod/models/MertonModel.java
} this.jumpSizeStdDev = jumpSizeStdDev;this.jumpSizeMean = jumpSizeMean;
this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStdDev; }
discountCurveForForwardRate = null; this.riskFreeRate = riskFreeRate; this.volatility = volatility; discountCurveForDiscountRate = null; this.discountRate = discountRate; this.jumpIntensity = jumpIntensity; <extra_id_0> public MertonModel(final double initialValue, final double riskFreeRate, final double volatility, final double jumpIntensity, final double jumpSizeMean, final double jumpSizeStdDev) { this(initialValue,riskFreeRate,riskFreeRate,volatility,jumpIntensity,jumpSizeMean,jumpSizeStdDev); } @Override public CharacteristicFunction apply(final double time) {