/src/main/java/net/finmath/singleswaprate/model/volatilities/ScaledVolatilityCube.java
} this( name, referenceDate, referenceCubeName, coefficient, correlationDecay, 1.0) ;
this ( name, referenceDate, referenceCubeName, coefficient, correlationDecay, 1.0 ) ; }
this.referenceCubeName = referenceCubeName; this.coefficient = coefficient; this.correlationDecay = correlationDecay; this.iborOisDecorrelation = iborOisDecorrelation; } public ScaledVolatilityCube(final String name, final LocalDate referenceDate, final String referenceCubeName, final double coefficient, final double correlationDecay) { <extra_id_0> @Override public double getValue(final VolatilityCubeModel model, final double termination, final double maturity, final double strike, final QuotingConvention quotingConvention) { return model.getVolatilityCube(referenceCubeName).getValue(model, termination, maturity, strike, quotingConvention) * coefficient; } @Override