/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
return covarianceModel.getParameter ( ) ;
this.xi = new Scalar(xi); this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { <extra_id_0> } final RandomVariable[] covarianceParameters = covarianceModel.getParameter(); if(covarianceParameters == null) { return new RandomVariable[] { theta, kappa, xi }; } final RandomVariable[] jointParameters = new RandomVariable[covarianceParameters.length+3];