/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
return new HullWhiteModel( newRandomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, newVolatilityModel, properties) ;
return new HullWhiteModel ( randomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, volatilityModel, properties ) ;
} public RandomVariable getIntegratedBondSquaredVolatility(final double time, final double maturity) { return getShortRateConditionalVariance(0, time).mult(getB(time,maturity).squared()); } @Override public HullWhiteModel getCloneWithModifiedVolatilityModel(final ShortRateVolatilityModel volatilityModel) { <extra_id_0> } @Override public ShortRateVolatilityModel getVolatilityModel() { return volatilityModel; } @Override