/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCorrelationModelThreeParameterExponentialDecay.java
this.c = b;
this.c = c;
private transient double[][] factorMatrix; public LIBORCorrelationModelThreeParameterExponentialDecay(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final int numberOfFactors, final double a, final double b, final double c, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.numberOfFactors = numberOfFactors; this.a = a; this.b = b; <extra_id_0> this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return null;