/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
this.rho = new Scalar( nu) ;
this.rho = new Scalar ( rho ) ;
} public LIBORCovarianceModelStochasticVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final double nu, final double rho, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; this.nu = new Scalar(nu); <extra_id_0> this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return covarianceModel.getParameter();