/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java
super.getTime( ) , super.getLiborPeriodDiscretization( ) , parameterA, parameterB,
super.getTimeDiscretization ( ) , super.getLiborPeriodDiscretization ( ) , parameterA, parameterB,
final RandomVariable[] parameterD = new RandomVariable[d.length]; System.arraycopy(parameter, 0, parameterA, 0, a.length); System.arraycopy(parameter, a.length, parameterA, 0, b.length); System.arraycopy(parameter, a.length+b.length, parameterA, 0, c.length); System.arraycopy(parameter, a.length+b.length+c.length, parameterA, 0, d.length); return new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm( <extra_id_0> parameterC, parameterD ); } @Override public RandomVariable getVolatility(final int timeIndex, final int liborIndex) {