/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
this.theta = randomVariableFactory.createRandomVariable( theta) ;this.theta = this.randomVariableFactory.createRandomVariable( theta) ;
this.theta = this.randomVariableFactory.createRandomVariable ( theta ) ;
this.initialValue = this.randomVariableFactory.createRandomVariable(initialValue); discountCurveForForwardRate = null; this.riskFreeRate = this.randomVariableFactory.createRandomVariable(riskFreeRate); discountCurveForDiscountRate = null; this.discountRate = this.randomVariableFactory.createRandomVariable(discountRate); this.sigma = this.randomVariableFactory.createRandomVariable(sigma); <extra_id_0> this.nu = this.randomVariableFactory.createRandomVariable(nu); } public VarianceGammaModel(final double initialValue, final double riskFreeRate, final double sigma, final double theta, final double nu) { this(initialValue,riskFreeRate,riskFreeRate,sigma,theta,nu); } @Override