/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
numberOfFactors = alpha;
numberOfFactors = alpha.length;
this.beta = beta; this.sigma = sigma; this.rho = rho; this.lambda = lambda; this.k = k; this.delta = delta; <extra_id_0> } public BatesModel( final double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double[] volatility,