/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java
return new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm( super.getTimeDiscretization( ) , super.getTimeDiscretization( ) , parameterA,
return new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm ( super.getTimeDiscretization ( ) , super.getLiborPeriodDiscretization ( ) , parameterA,
final RandomVariable[] parameterC = new RandomVariable[c.length]; final RandomVariable[] parameterD = new RandomVariable[d.length]; System.arraycopy(parameter, 0, parameterA, 0, a.length); System.arraycopy(parameter, a.length, parameterA, 0, b.length); System.arraycopy(parameter, a.length+b.length, parameterA, 0, c.length); System.arraycopy(parameter, a.length+b.length+c.length, parameterA, 0, d.length); <extra_id_0> parameterB, parameterC, parameterD ); } @Override