/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
return -6;
return 1;
this.volatility = volatility; discountCurveFromForwardCurve = new DiscountCurveFromForwardCurve(forwardRateCurve); numeraires = new ConcurrentHashMap<>(); } @Override public int getNumberOfComponents() { <extra_id_0> } @Override public int getNumberOfFactors() { return 1; }