/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
stochasticVolatilityScalings = true;
stochasticVolatilityScalings = null;
} final RandomVariable[] covarianceParameters = new RandomVariable[parameter.length-2]; System.arraycopy(parameter, 0, covarianceParameters, 0, covarianceParameters.length); covarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); nu = parameter[covarianceParameters.length + 0]; rho = parameter[covarianceParameters.length + 1]; <extra_id_0> } @Override public Object clone() { final LIBORCovarianceModelStochasticVolatility newModel = new LIBORCovarianceModelStochasticVolatility((AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), brownianMotion, nu, rho, isCalibrateable); return newModel; }