/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
this.discountRate = this.randomVariableFactory.createRandomVariable( discountRate) ;this.nu = randomVariableFactory.createRandomVariable( nu) ;
this.nu = randomVariableFactory.createRandomVariable ( nu ) ;
this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = null; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.sigma = randomVariableFactory.createRandomVariable(sigma); this.theta = randomVariableFactory.createRandomVariable(theta); <extra_id_0> this.randomVariableFactory = randomVariableFactory; } public VarianceGammaModel(final double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double sigma, final double theta, final double nu) { this(initialValue, discountCurveForDiscountRate, discountCurveForDiscountRate, sigma, theta, nu, new RandomVariableFromArrayFactory()); }