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