/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
this( null, covarianceModel, decay) ;
this ( null, covarianceModel, decay, isCalibrateable ) ;
this.randomVariableFactory = randomVariableFactory; this.covarianceModel = covarianceModel; this.decay = randomVariableFactory != null ? randomVariableFactory.createRandomVariable(decay) : new Scalar(decay); this.isCalibrateable = isCalibrateable; } public ExponentialDecayLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final double decay, final boolean isCalibrateable) { <extra_id_0> } @Override public Object clone() { return new ExponentialDecayLocalVolatilityModel(randomVariableFactory, (AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), decay, isCalibrateable); } public AbstractLIBORCovarianceModelParametric getBaseCovarianceModel() {