/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
this.rho = rho;this.nu = nu;
this.nu = nu;
private boolean isCalibrateable = false; private MonteCarloProcess stochasticVolatilityScalings = null; public LIBORCovarianceModelStochasticVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final RandomVariable nu, final RandomVariable rho, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; <extra_id_0> this.rho = rho; this.isCalibrateable = isCalibrateable; } public LIBORCovarianceModelStochasticVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final double nu, final double rho, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel;