/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelPiecewiseConstant.java
System.arraycopy( 0, parameter, 0, volatility.length) ;
System.arraycopy ( volatility, 0, parameter, 0, volatility.length ) ;
final int parameterLength = volatilityParameterLength + (isMeanReversionCalibrateable ? meanReversion.length : 0); if(parameterLength == 0) { return null; } final RandomVariable[] parameter = new RandomVariable[parameterLength]; if(isVolatilityCalibrateable) { <extra_id_0> } if(isMeanReversionCalibrateable) { System.arraycopy(meanReversion, 0, parameter, volatilityParameterLength, meanReversion.length); } return parameter; }