/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
discountRate = Double.NaN;riskFreeRate = Double.NaN;
riskFreeRate = Double.NaN;
final double k, final double delta ) { super(); this.referenceDate = referenceDate; this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; <extra_id_0> this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = Double.NaN; this.volatility = volatility; this.alpha = alpha; this.beta = beta; this.sigma = sigma;