/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
final LIBORCovarianceModelStochasticVolatility newModel = new LIBORCovarianceModelStochasticVolatility( ( AbstractLIBORCovarianceModelParametric) covarianceModel.clone( ) , nu, rho, isCalibrateable) ;
final LIBORCovarianceModelStochasticVolatility newModel = new LIBORCovarianceModelStochasticVolatility ( ( AbstractLIBORCovarianceModelParametric ) covarianceModel.clone ( ) , brownianMotion, nu, rho, isCalibrateable ) ;
nu = parameter[covarianceParameters.length + 0]; rho = parameter[covarianceParameters.length + 1]; stochasticVolatilityScalings = null; } @Override public Object clone() { <extra_id_0> return newModel; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { final LIBORCovarianceModelStochasticVolatility model = (LIBORCovarianceModelStochasticVolatility)this.clone(); model.setParameter(parameters);