/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableHestonModel.java
applyFellerConstraint = false; rhoInfo = new ScalarParameterInformationImplementation( true, new Unconstrained( ) ) ;
rhoInfo = new ScalarParameterInformationImplementation ( true, new Unconstrained ( ) ) ; applyFellerConstraint = false;
super(); this.descriptor = descriptor; volatilityInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); thetaInfo =new ScalarParameterInformationImplementation(true, new Unconstrained()); kappaInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); xiInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); <extra_id_0> parameterUpperBounds = extractUpperBounds(); parameterLowerBounds = extractLowerBounds(); } public CalibratableHestonModel(final HestonModelDescriptor descriptor, final ScalarParameterInformation volatilityConstraint, final ScalarParameterInformation thetaConstraint, final ScalarParameterInformation kappaConstraint, final ScalarParameterInformation xiConstraint, final ScalarParameterInformation rhoConstraint, final boolean applyFellerConstraint) {