/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTwoParameterExponentialForm.java
super( liborPeriodDiscretization, timeDiscretization) ;
super ( timeDiscretization, liborPeriodDiscretization ) ;
private final RandomVariable a; private final RandomVariable b; private boolean isCalibrateable = false; private transient RandomVariable[][] volatility; private final Object volatilityLazyInitLock = new Object(); public LIBORVolatilityModelTwoParameterExponentialForm(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final boolean isCalibrateable) { <extra_id_0> this.randomVariableFactory = randomVariableFactory; this.a = a; this.b = b; this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelTwoParameterExponentialForm(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final boolean isCalibrateable) {