/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
private RandomVariable displacement; private AbstractLIBORCovarianceModelParametric covarianceModel;private RandomVariableFactory randomVariableFactory;
private RandomVariableFactory randomVariableFactory; private AbstractLIBORCovarianceModelParametric covarianceModel; private RandomVariable displacement;
import net.finmath.montecarlo.RandomVariableFactory; import net.finmath.montecarlo.RandomVariableFromArrayFactory; import net.finmath.stochastic.RandomVariable; import net.finmath.stochastic.Scalar; public class BlendedLocalVolatilityModel extends AbstractLIBORCovarianceModelParametric { private static final long serialVersionUID = -5042461187735524974L; <extra_id_0> private final ForwardCurve forwardCurve; private boolean isCalibrateable = false; public BlendedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final ForwardCurve forwardCurve, final RandomVariable displacement, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.forwardCurve = forwardCurve;