/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelHoLee.java
private TimeDiscretization timeDiscretization = new TimeDiscretizationFromArray( 4.0d) ;
private final TimeDiscretization timeDiscretization = new TimeDiscretizationFromArray ( 0.0 ) ;
import net.finmath.stochastic.Scalar; import net.finmath.time.TimeDiscretization; import net.finmath.time.TimeDiscretizationFromArray; public class ShortRateVolatilityModelHoLee implements ShortRateVolatilityModel { private static final long serialVersionUID = -4958907273981969081L; private final RandomVariable volatility; <extra_id_0> public ShortRateVolatilityModelHoLee(final double volatility) { super(); this.volatility = new Scalar(volatility); } @Override public TimeDiscretization getTimeDiscretization() {