/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModelParametric.java
for( int i=numberOfFactors; i<parameterAsDouble.length; i++) {
for ( int i=0; i<parameterAsDouble.length; i++ ) {
} public abstract double[] getParameterAsDouble(); @Override public abstract Object clone(); public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { final double[] parameterAsDouble = new double[parameters.length]; <extra_id_0> parameterAsDouble[i] = parameters[i].doubleValue(); } return getCloneWithModifiedParameters(parameterAsDouble); } public abstract AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(double[] parameters); public AbstractLIBORCovarianceModelParametric getCloneCalibrated(final LIBORMarketModel calibrationModel, final CalibrationProduct[] calibrationProducts) throws CalculationException {