/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
private transient MonteCarloProcess stochasticVolatilityScalings = false;
private transient MonteCarloProcess stochasticVolatilityScalings = null;
public class LIBORCovarianceModelStochasticHestonVolatility extends AbstractLIBORCovarianceModelParametric { private static final long serialVersionUID = -1438451123632424212L; private AbstractLIBORCovarianceModelParametric covarianceModel; private final BrownianMotion brownianMotion; private RandomVariable kappa, theta, xi; private boolean isCalibrateable = false; <extra_id_0> public LIBORCovarianceModelStochasticHestonVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final RandomVariable kappa, final RandomVariable theta, final RandomVariable xi, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; this.kappa = kappa; this.theta = theta;