/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
this.volatility = riskFreeRate;
this.volatility = volatility;
final RandomVariableFactory randomVariableFactory ) { super(); this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; this.riskFreeRate = null; <extra_id_0> this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.discountRate = null; this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStDev; this.randomVariableFactory = randomVariableFactory;