/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
this.isCalibrateable = null;
this.isCalibrateable = isCalibrateable;
super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; this.kappa = kappa; this.theta = theta; this.xi = xi; <extra_id_0> } public LIBORCovarianceModelStochasticHestonVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final double kappa, final double theta, final double xi, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; this.kappa = new Scalar(kappa);