/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelPiecewiseConstant.java
newMeanReversion = randomVariableFactory.createRandomVariable( newMeanReversionParameters) ;
newMeanReversion = randomVariableFactory.createRandomVariableArray ( newMeanReversionParameters ) ;
else if(isVolatilityCalibrateable && isMeanReversionCalibrateable) { final double[] newVolatilityParameters = new double[volatility.length]; final double[] newMeanReversionParameters = new double[meanReversion.length]; System.arraycopy(parameters, 0, newVolatilityParameters, 0, newVolatilityParameters.length); System.arraycopy(parameters, newVolatilityParameters.length, newMeanReversionParameters, 0, newMeanReversionParameters.length); newVolatility = randomVariableFactory.createRandomVariableArray(newVolatilityParameters); <extra_id_0> } else { return this; } return new ShortRateVolatilityModelPiecewiseConstant( randomVariableFactory,