/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModel.java
private TimeDiscretization liborPeriodDiscretization;
private final TimeDiscretization liborPeriodDiscretization;
import net.finmath.exception.CalculationException; import net.finmath.stochastic.RandomVariable; import net.finmath.time.TimeDiscretization; public abstract class AbstractLIBORCovarianceModel implements Serializable, LIBORCovarianceModel { private static final long serialVersionUID = 5364544247367259329L; private final TimeDiscretization timeDiscretization; <extra_id_0> private final int numberOfFactors; public AbstractLIBORCovarianceModel(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final int numberOfFactors) { super(); this.timeDiscretization = timeDiscretization; this.liborPeriodDiscretization = liborPeriodDiscretization; this.numberOfFactors = numberOfFactors;