/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
} this.nu = nu;
this.nu = nu; }
discountCurveForForwardRate = null; this.riskFreeRate = riskFreeRate; discountCurveForDiscountRate = null; this.discountRate = discountRate; this.sigma = sigma; this.theta = theta; <extra_id_0> public VarianceGammaModel(VarianceGammaModelDescriptor descriptor) { this(descriptor.getInitialValue(), descriptor.getDiscountCurveForForwardRate(), descriptor.getDiscountCurveForDiscountRate(), descriptor.getSigma(), descriptor.getTheta(),