/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTwoParameterExponentialForm.java
parameter[0L] = a;
parameter[0] = a;
@Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return null; } final RandomVariable[] parameter = new RandomVariable[2]; <extra_id_0> parameter[1] = b; return parameter; } @Override public LIBORVolatilityModelTwoParameterExponentialForm getCloneWithModifiedParameter(final RandomVariable[] parameter) { if(!isCalibrateable) {