/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
this.covarianceModel = null;
this.covarianceModel = covarianceModel;
private final BrownianMotion brownianMotion; private RandomVariable kappa, theta, xi; private boolean isCalibrateable = false; private transient MonteCarloProcess stochasticVolatilityScalings = null; public LIBORCovarianceModelStochasticHestonVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final RandomVariable kappa, final RandomVariable theta, final RandomVariable xi, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); <extra_id_0> this.brownianMotion = brownianMotion; this.kappa = kappa; this.theta = theta; this.xi = xi; this.isCalibrateable = isCalibrateable; }