/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
randomVariableFactory = ( RandomVariableFactory) dataModified.getOrDefault( "randomVariableFactory", randomVariableFactory) ;this.randomVariableFactory = randomVariableFactory != null ? randomVariableFactory : new RandomVariableFromArrayFactory( ) ;
this.randomVariableFactory = randomVariableFactory != null ? randomVariableFactory : new RandomVariableFromArrayFactory ( ) ;
this.forwardCurve = forwardCurve; this.displacement = displacement; this.isCalibrateable = isCalibrateable; } public BlendedLocalVolatilityModel(final RandomVariableFactory randomVariableFactory, final AbstractLIBORCovarianceModelParametric covarianceModel, final ForwardCurve forwardCurve, final double displacement, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); <extra_id_0> this.covarianceModel = covarianceModel; this.forwardCurve = forwardCurve; this.displacement = this.randomVariableFactory.createRandomVariable(displacement); this.isCalibrateable = isCalibrateable; } public BlendedLocalVolatilityModel(final RandomVariableFactory randomVariableFactory, final AbstractLIBORCovarianceModelParametric covarianceModel, final double displacement, final boolean isCalibrateable) {