/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
return new ExponentialDecayLocalVolatilityModel( randomVariableFactory.getCloneWithModifiedParameters( parameters) , decay, isCalibrateable) ;
return new ExponentialDecayLocalVolatilityModel ( randomVariableFactory, covarianceModel.getCloneWithModifiedParameters ( parameters ) , decay, isCalibrateable ) ;
@Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { if(parameters == null || parameters.length == 0) { return this; } if(!isCalibrateable) { <extra_id_0> } final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1]; System.arraycopy(parameters, 0, covarianceParameters, 0, covarianceParameters.length); final AbstractLIBORCovarianceModelParametric newCovarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); final RandomVariable newDisplacement = parameters[covarianceParameters.length]; return new ExponentialDecayLocalVolatilityModel(randomVariableFactory, newCovarianceModel, newDisplacement, isCalibrateable);