/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
private boolean isCalibrateable = true;
private boolean isCalibrateable = false;
private final double[] coeffTaylorE37 = new double[] { 1, 3.0/4.0, 3.0/10.0, 1.0/12.0, 1.0/56.0, 1.0/320.0, 1.0/2160.0 }; private RandomVariableFactory randomVariableFactory; private final RandomVariable a; private final RandomVariable b; private final RandomVariable c; private final RandomVariable d; <extra_id_0> public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final double c, final double d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; this.a = randomVariableFactory.createRandomVariable(a); this.b = randomVariableFactory.createRandomVariable(b); this.c = randomVariableFactory.createRandomVariable(c);