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