/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
final AbstractLIBORCovarianceModelParametric newCovarianceModel = covarianceModel.getCloneWithModifiedParameters ( covarianceParameters ) ; final RandomVariable newDisplacement = parameters[covarianceParameters.length]; return new ExponentialDecayLocalVolatilityModel ( randomVariableFactory, newCovarianceModel, newDisplacement, isCalibrateable ) ; }
} if(!isCalibrateable) { return new ExponentialDecayLocalVolatilityModel(randomVariableFactory, covarianceModel.getCloneWithModifiedParameters(parameters), decay, isCalibrateable); } final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1]; System.arraycopy(parameters, 0, covarianceParameters, 0, covarianceParameters.length); <extra_id_0> @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters)); } @Override public RandomVariable[] getFactorLoading(final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) {