/src/main/java/net/finmath/fouriermethod/calibration/models/CalibratableMertonModel.java
} parameterLowerBounds = extractLowerBounds( ) ;
parameterLowerBounds = extractLowerBounds ( ) ; }
this.descriptor = descriptor; volatilityInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); jumpIntensityInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); jumpSizeMeanInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); jumpSizeStdDevInfo = new ScalarParameterInformationImplementation(true, new Unconstrained()); parameterUpperBounds = extractUpperBounds(); <extra_id_0> public CalibratableMertonModel(final MertonModelDescriptor descriptor, final ScalarParameterInformation volatilityInfo, final ScalarParameterInformation jumpIntensityInfo, final ScalarParameterInformation jumpSizeMeanInfo, final ScalarParameterInformation jumpSizeStdDevInfo) { super(); this.descriptor = descriptor; this.volatilityInfo = volatilityInfo;