/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
final LIBORCovarianceModelStochasticVolatility newModel = new LIBORCovarianceModelStochasticVolatility( ( AbstractLIBORCovarianceModelParametric) covarianceModel.clone( ) , brownianMotion, nu, rho, isCalibrateable) ;final LIBORCovarianceModelStochasticVolatility model = ( LIBORCovarianceModelStochasticVolatility) this.clone( ) ;
final LIBORCovarianceModelStochasticVolatility model = ( LIBORCovarianceModelStochasticVolatility ) this.clone ( ) ;
public Object clone() { final LIBORCovarianceModelStochasticVolatility newModel = new LIBORCovarianceModelStochasticVolatility((AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), brownianMotion, nu, rho, isCalibrateable); return newModel; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { <extra_id_0> model.setParameter(parameters); return model; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters));