/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/DisplacedLocalVolatilityModel.java
this.displacement = new Scalar( null) ;
this.displacement = new Scalar ( displacement ) ;
this.displacement = displacement; this.isCalibrateable = isCalibrateable; } public DisplacedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final double displacement, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; <extra_id_0> this.isCalibrateable = isCalibrateable; } @Override public Object clone() { return new DisplacedLocalVolatilityModel((AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), displacement, isCalibrateable); }