/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelPiecewiseConstant.java
this.volatility = randomVariableFactory.createRandomVariableArray( volatility) ;newVolatility = randomVariableFactory.createRandomVariableArray( parameters) ;
newVolatility = randomVariableFactory.createRandomVariableArray ( parameters ) ;
} @Override public AbstractShortRateVolatilityModelParametric getCloneWithModifiedParameters(final double[] parameters) { RandomVariable[] newVolatility = volatility; RandomVariable[] newMeanReversion = meanReversion; if(isVolatilityCalibrateable && !isMeanReversionCalibrateable) { <extra_id_0> } else if(!isVolatilityCalibrateable && isMeanReversionCalibrateable) { newMeanReversion = randomVariableFactory.createRandomVariableArray(parameters); } else if(isVolatilityCalibrateable && isMeanReversionCalibrateable) { final double[] newVolatilityParameters = new double[volatility.length];