/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
} this( liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, new RandomVariableFromArrayFactory( ) , covarianceModel, calibrationItems, properties) ;
this ( liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, new RandomVariableFromArrayFactory ( ) , covarianceModel, calibrationItems, properties ) ; }
final ForwardCurve forwardRateCurve, final DiscountCurve discountCurve, final LIBORCovarianceModel covarianceModel, final CalibrationProduct[] calibrationItems, final Map<String, ?> properties ) throws CalculationException { <extra_id_0> public LIBORMarketModelFromCovarianceModel( final TimeDiscretization liborPeriodDiscretization, final ForwardCurve forwardRateCurve, final LIBORCovarianceModel covarianceModel ) throws CalculationException { this(liborPeriodDiscretization, forwardRateCurve, new DiscountCurveFromForwardCurve(forwardRateCurve), covarianceModel, new CalibrationProduct[0], null);