/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
this( timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility }) ;
this ( timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility }, isCalibrateable ) ;
this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility, final boolean isCalibrateable) { this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, isCalibrateable); } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double volatility, final boolean isCalibrateable) { <extra_id_0> } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, true); } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double volatility) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility });