/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ExponentialDecayLocalVolatilityModel.java
this.decay = null;
this.decay = decay;
private final RandomVariable decay; private boolean isCalibrateable = false; public ExponentialDecayLocalVolatilityModel(final RandomVariableFactory randomVariableFactory, final AbstractLIBORCovarianceModelParametric covarianceModel, final RandomVariable decay, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.randomVariableFactory = randomVariableFactory; this.covarianceModel = covarianceModel; <extra_id_0> this.isCalibrateable = isCalibrateable; } public ExponentialDecayLocalVolatilityModel(final RandomVariableFactory randomVariableFactory, final AbstractLIBORCovarianceModelParametric covarianceModel, final double decay, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.randomVariableFactory = randomVariableFactory; this.covarianceModel = covarianceModel;