/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
this.lambda  = lambda;this.beta  = beta;
this.beta  = beta;
this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = Double.NaN; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = Double.NaN; this.volatility = volatility; this.alpha = alpha; <extra_id_0> this.sigma = sigma; this.rho = rho; this.lambda = lambda; this.k = k; this.delta = delta; numberOfFactors = alpha.length;