/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
this( new RandomVariableFromArrayFactory( ) , timeDiscretization, volatility) ;
this ( new RandomVariableFromArrayFactory ( ) , timeDiscretization, liborPeriodDiscretization, volatility ) ;
this(randomVariableFactory, timeDiscretization, liborPeriodDiscretization, volatility, true); } public LIBORVolatilityModelFromGivenMatrix( final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double[][] volatility) { <extra_id_0> } @Override public RandomVariable getVolatility(final int timeIndex, final int component) { return volatility[timeIndex][component]; } @Override