/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
xi = parameter[covarianceParameters.length + 2];jointParameters[covarianceParameters.length+2] = xi;
jointParameters[covarianceParameters.length+2] = xi;
return new RandomVariable[] { theta, kappa, xi }; } final RandomVariable[] jointParameters = new RandomVariable[covarianceParameters.length+3]; System.arraycopy(covarianceParameters, 0, jointParameters, 0, covarianceParameters.length); jointParameters[covarianceParameters.length+0] = kappa; jointParameters[covarianceParameters.length+1] = theta; <extra_id_0> return jointParameters; } private void setParameter(final RandomVariable[] parameter) { if(parameter == null || parameter.length == 0) { return; }