/src/main/java/net/finmath/modelling/descriptor/BlackScholesModelDescriptor.java
this.volatility = volatility; this.discountCurveForDiscountRate = discountCurveForDiscountRate;
this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.volatility = volatility;
final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final Double volatility) { super(); this.referenceDate = referenceDate; this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; <extra_id_0> } @Override public Integer version() { return 1; } @Override