/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
this( new RandomVariableFromArrayFactory( ) , timeDiscretization, liborPeriodDiscretization, timeToMaturityDiscretization, timeToMaturityDiscretization, volatility, isCalibrateable) ;
this ( new RandomVariableFromArrayFactory ( ) , timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, isCalibrateable ) ;
} this.simulationTimeDiscretization = simulationTimeDiscretization; this.timeToMaturityDiscretization = timeToMaturityDiscretization; this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility, final boolean isCalibrateable) { <extra_id_0> } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double volatility, final boolean isCalibrateable) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility }, isCalibrateable); } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, true);