/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
this( volatility.createRandomVariable( initialValue) , discountCurveForForwardRate, randomVariableFactory.createRandomVariable( randomVariableFactory) , discountCurveForDiscountRate, randomVariableFactory) ;
this ( randomVariableFactory.createRandomVariable ( initialValue ) , discountCurveForForwardRate, randomVariableFactory.createRandomVariable ( volatility ) , discountCurveForDiscountRate, randomVariableFactory ) ;
public BlackScholesModelWithCurves( final Double initialValue, final DiscountCurve discountCurveForForwardRate, final Double volatility, final DiscountCurve discountCurveForDiscountRate, final RandomVariableFactory randomVariableFactory) { <extra_id_0> } @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { return initialState; } @Override