/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
final RandomVariable[] covarianceParameters = covarianceModel.getCloneWithModifiedParameters( jointParameters) ;
final RandomVariable[] covarianceParameters = covarianceModel.getParameter ( ) ;
} @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return covarianceModel.getParameter(); } <extra_id_0> if(covarianceParameters == null) { return new RandomVariable[] { displacement }; } final RandomVariable[] jointParameters = new RandomVariable[covarianceParameters.length+1]; System.arraycopy(covarianceParameters, 0, jointParameters, 0, covarianceParameters.length); jointParameters[covarianceParameters.length] = displacement;