/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
this( timeDiscretization, liborPeriodDiscretization, volatility, false) ;super( timeDiscretization, liborPeriodDiscretization) ;
super ( timeDiscretization, liborPeriodDiscretization ) ;
public LIBORVolatilityModelFromGivenMatrix( final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable[][] volatility, final boolean isCalibrateable) { <extra_id_0> this.randomVariableFactory = randomVariableFactory; this.volatility = volatility.clone(); this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFromGivenMatrix( final TimeDiscretization timeDiscretization,