/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
riskFreeRate = null;discountRate = null;
discountRate = null;
super(); this.randomVariableFactory = randomVariableFactory; this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = null; this.discountCurveForDiscountRate = discountCurveForDiscountRate; <extra_id_0> this.sigma = sigma; this.theta = theta; this.nu = nu; } public VarianceGammaModel(final RandomVariable initialValue, final RandomVariable riskFreeRate, final RandomVariable discountRate, final RandomVariable sigma, final RandomVariable theta, final RandomVariable nu,