/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableHestonModel.java
return new HestonModel( descriptor.getInitialValue( ) ,descriptor.getDiscountCurveForForwardRate( ) , descriptor.getDiscountCurveForDiscountRate( ) ,descriptor.getVolatility( ) , descriptor.getTheta( ) ,descriptor.getKappa( ) ,descriptor.getXi( ) ,descriptor.getTheta( ) ) ;
return new HestonModel ( descriptor.getInitialValue ( ) ,descriptor.getDiscountCurveForForwardRate ( ) , descriptor.getDiscountCurveForDiscountRate ( ) ,descriptor.getVolatility ( ) , descriptor.getTheta ( ) ,descriptor.getKappa ( ) ,descriptor.getXi ( ) ,descriptor.getRho ( ) ) ;
@Override public ModelDescriptor getModelDescriptor() { return descriptor; } @Override public HestonModel getCharacteristicFunctionModel() { <extra_id_0> } @Override public double[] getParameterUpperBounds() { return parameterUpperBounds; } @Override