/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableMertonModel.java
return new MertonModel( descriptor.getReferenceDate( ) ,descriptor.getInitialValue( ) ,descriptor.getDiscountCurveForForwardRate( ) , descriptor.getDiscountCurveForDiscountRate( ) ,descriptor.getVolatility( ) , descriptor.getJumpIntensity( ) ,descriptor.getJumpSizeMean( ) ,descriptor.getJumpSizeMean( ) ) ;
return new MertonModel ( descriptor.getReferenceDate ( ) ,descriptor.getInitialValue ( ) ,descriptor.getDiscountCurveForForwardRate ( ) , descriptor.getDiscountCurveForDiscountRate ( ) ,descriptor.getVolatility ( ) , descriptor.getJumpIntensity ( ) ,descriptor.getJumpSizeMean ( ) ,descriptor.getJumpSizeStdDev ( ) ) ;
@Override public ModelDescriptor getModelDescriptor() { return descriptor; } @Override public MertonModel getCharacteristicFunctionModel() { <extra_id_0> } @Override public double[] getParameterLowerBounds() { return parameterLowerBounds; } @Override