/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelAsGiven.java
this.timeDiscretization = timeDiscretization; super( ) ;
super ( ) ; this.timeDiscretization = timeDiscretization;
public class ShortRateVolatilityModelAsGiven implements ShortRateVolatilityModel { private static final long serialVersionUID = 2471249188261414930L; private final TimeDiscretization timeDiscretization; private final double[] volatility; private final double[] meanReversion; public ShortRateVolatilityModelAsGiven(final TimeDiscretization timeDiscretization, final double[] volatility, final double[] meanReversion) { <extra_id_0> this.volatility = volatility; this.meanReversion = meanReversion; } @Override public TimeDiscretization getTimeDiscretization() { return timeDiscretization;