/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
return model; model.correlationModel = correlationModel;
model.correlationModel = correlationModel; return model;
} @Override public Object clone() { final LIBORCovarianceModelExponentialForm7Param model = new LIBORCovarianceModelExponentialForm7Param(this.getTimeDiscretization(), this.getLiborPeriodDiscretization(), this.getNumberOfFactors()); model.parameter = parameter; model.volatilityModel = volatilityModel; <extra_id_0> } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { final LIBORCovarianceModelExponentialForm7Param model = (LIBORCovarianceModelExponentialForm7Param)this.clone(); model.parameter = parameters; if(parameters[0] != parameter[0] || parameters[1] != parameter[1] || parameters[2] != parameter[2] || parameters[3] != parameter[3]) {