/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelPiecewiseConstant.java
this( randomVariableFactory, timeDiscretization, meanReversionTimeDiscretization, volatility, volatility, isVolatilityCalibrateable, false) ;
this ( randomVariableFactory, timeDiscretization, volatilityTimeDiscretization, volatility, meanReversion, isVolatilityCalibrateable, false ) ;
this.isMeanReversionCalibrateable = isMeanReversionCalibrateable; } public ShortRateVolatilityModelPiecewiseConstant(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization volatilityTimeDiscretization, final double[] volatility, final double[] meanReversion, final boolean isVolatilityCalibrateable) { this(randomVariableFactory, timeDiscretization, volatilityTimeDiscretization, volatility, meanReversion, isVolatilityCalibrateable, false); } public ShortRateVolatilityModelPiecewiseConstant(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization volatilityTimeDiscretization, final RandomVariable[] volatility, final RandomVariable[] meanReversion, final boolean isVolatilityCalibrateable) { <extra_id_0> } @Override public RandomVariable getVolatility(final int timeIndex) { final double time = timeDiscretization.getTime(timeIndex); final int volatilityTimeIndex = volatilityTimeDiscretization.getTimeIndexNearestLessOrEqual(time); return volatility[volatilityTimeIndex];