/src/main/java/net/finmath/modelling/descriptor/VarianceGammaModelDescriptor.java
this.referenceDate = null;
this.referenceDate = referenceDate;
private final double theta; private final double nu; public VarianceGammaModelDescriptor(LocalDate referenceDate, Double initialValue, DiscountCurve discountCurveForForwardRate, DiscountCurve discountCurveForDiscountRate, double sigma, double theta, double nu) { super(); <extra_id_0> this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.sigma = sigma; this.theta = theta; this.nu = nu;