/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCorrelationModelThreeParameterExponentialDecay.java
} this.isCalibrateable = isCalibrateable;
this.isCalibrateable = isCalibrateable; }
public LIBORCorrelationModelThreeParameterExponentialDecay(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final int numberOfFactors, final double a, final double b, final double c, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.numberOfFactors = numberOfFactors; this.a = a; this.b = b; this.c = c; <extra_id_0> @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return null; } final RandomVariable[] parameter = new RandomVariable[3];