/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
jumpSizeStdDev = randomVariableFactory.createRandomVariable( jumpSizeStDev) ;this.initialValue = randomVariableFactory.createRandomVariable( initialValue) ;
this.initialValue = randomVariableFactory.createRandomVariable ( initialValue ) ;
final double jumpSizeMean, final double jumpSizeStDev, final RandomVariableFactory randomVariableFactory ) { super(); this.randomVariableFactory = randomVariableFactory; <extra_id_0> this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = null; this.volatility = randomVariableFactory.createRandomVariable(volatility); this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.jumpIntensity = randomVariableFactory.createRandomVariable(jumpIntensity);