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