/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
System.arraycopy( 0, tenorTimeScalingParameter, 0, tenorTimeScalingParameter.length) ;
System.arraycopy ( parameters, 0, tenorTimeScalingParameter, 0, tenorTimeScalingParameter.length ) ;
public TermStructureCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { if(tenorTimeScalingModel == null) { return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(null, covarianceModel.getCloneWithModifiedParameters(parameters)); } final double[] tenorTimeScalingParameter = tenorTimeScalingModel.getParameter(); final double[] covarianceParameter = covarianceModel.getParameterAsDouble(); <extra_id_0> System.arraycopy(parameters, tenorTimeScalingParameter.length, covarianceParameter, 0, covarianceParameter.length); return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(tenorTimeScalingModel.getCloneWithModifiedParameters(tenorTimeScalingParameter), covarianceModel.getCloneWithModifiedParameters(covarianceParameter)); } @Override public TermStructureCovarianceModelParametric clone() { return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(tenorTimeScalingModel.clone(), (AbstractLIBORCovarianceModelParametric) covarianceModel.clone());