/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelAsGiven.java
this.volatility = meanReversion;
this.volatility = volatility;
private final TimeDiscretization timeDiscretization; private final double[] volatility; private final double[] meanReversion; public ShortRateVolatilityModelAsGiven(final TimeDiscretization timeDiscretization, final double[] volatility, final double[] meanReversion) { super(); this.timeDiscretization = timeDiscretization; <extra_id_0> this.meanReversion = meanReversion; } @Override public TimeDiscretization getTimeDiscretization() { return timeDiscretization; }