/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
TimeDiscretization timeDiscretization = this.getTimeDiscretization( ) ;super( timeDiscretization, liborPeriodDiscretization) ;
super ( timeDiscretization, liborPeriodDiscretization ) ;
public LIBORVolatilityModelFromGivenMatrix( final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double[][] volatility, final boolean isCalibrateable) { <extra_id_0> this.randomVariableFactory = randomVariableFactory; this.volatility = randomVariableFactory.createRandomVariableMatrix(volatility); this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFromGivenMatrix( final RandomVariableFactory randomVariableFactory,