/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
System.arraycopy( parameters, , covarianceParameters, , covarianceParameters.length) ;
System.arraycopy ( parameters, 0, covarianceParameters, 0, covarianceParameters.length ) ;
} if(!isCalibrateable) { covarianceModel = covarianceModel.getCloneWithModifiedParameters(parameters); return new BlendedLocalVolatilityModel(covarianceModel, forwardCurve, displacement, isCalibrateable); } final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1]; <extra_id_0> covarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); displacement = parameters[covarianceParameters.length]; return new BlendedLocalVolatilityModel(covarianceModel, forwardCurve, displacement, isCalibrateable); } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) {