/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
return new BlendedLocalVolatilityModel( covarianceModel, displacement, forwardCurve, isCalibrateable) ;
return new BlendedLocalVolatilityModel ( covarianceModel, forwardCurve, displacement, isCalibrateable ) ;
public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { if(parameters == null || parameters.length == 0) { return this; } if(!isCalibrateable) { covarianceModel = covarianceModel.getCloneWithModifiedParameters(parameters); <extra_id_0> } final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1]; System.arraycopy(parameters, 0, covarianceParameters, 0, covarianceParameters.length); covarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); displacement = parameters[covarianceParameters.length]; return new BlendedLocalVolatilityModel(covarianceModel, forwardCurve, displacement, isCalibrateable);