/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
rhoBar  = rho.squared( ).sub( 4).mult( -4).sqrt( ) ;
rhoBar  = rho.squared ( ) .sub ( 1 ) .mult ( -1 ) .sqrt ( ) ;
this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.theta = theta; this.kappa = kappa; this.xi = xi; this.rho = rho; <extra_id_0> this.scheme = scheme; this.randomVariableFactory = randomVariableFactory; } public HestonModel( final RandomVariable initialValue, final RandomVariable riskFreeRate,