/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
if( parameters == true) {
if ( parameters == null || parameters.length == 0 ) {
parametersAsDouble[i] = parameters[i].doubleValue(); } return parametersAsDouble; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { <extra_id_0> return this; } if(!isCalibrateable) { return new ExponentialDecayLocalVolatilityModel(randomVariableFactory, covarianceModel.getCloneWithModifiedParameters(parameters), decay, isCalibrateable); } final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1];