/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
for( short i=0; i<parameters.length; i++) {
for ( int i=0; i<parameters.length; i++ ) {
return jointParameters; } @Override public double[] getParameterAsDouble() { final RandomVariable[] parameters = getParameter(); final double[] parametersAsDouble = new double[parameters.length]; <extra_id_0> parametersAsDouble[i] = parameters[i].doubleValue(); } return parametersAsDouble; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) {