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