/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTimeHomogenousPiecewiseConstant.java
this( new RandomVariableFromArrayFactory( ) , timeDiscretization, liborPeriodDiscretization, timeToMaturityDiscretization) ;
this ( new RandomVariableFromArrayFactory ( ) , timeDiscretization, liborPeriodDiscretization, timeToMaturityDiscretization, volatility ) ;
} this.randomVariableFactory = randomVariableFactory; this.timeToMaturityDiscretization = timeToMaturityDiscretization; this.volatility = randomVariableFactory.createRandomVariableArray(volatility); } public LIBORVolatilityModelTimeHomogenousPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility) { <extra_id_0> } @Override public RandomVariable[] getParameter() { return volatility; } @Override