/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
this( new RandomVariableFromArrayFactory( ) , covarianceModel, isCalibrateable) ;
this ( new RandomVariableFromArrayFactory ( ) , covarianceModel, displacement, isCalibrateable ) ;
this(randomVariableFactory, covarianceModel, null, displacement, isCalibrateable); } public BlendedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final ForwardCurve forwardCurve, final double displacement, final boolean isCalibrateable) { this(new RandomVariableFromArrayFactory(), covarianceModel, forwardCurve, displacement, isCalibrateable); } public BlendedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final double displacement, final boolean isCalibrateable) { <extra_id_0> } @Override public Object clone() { return new BlendedLocalVolatilityModel(randomVariableFactory, (AbstractLIBORCovarianceModelParametric) covarianceModel.clone(), forwardCurve, displacement.doubleValue(), isCalibrateable); } public AbstractLIBORCovarianceModelParametric getBaseCovarianceModel() {