/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
private final RandomVariable c; private final RandomVariable b;private final RandomVariable a;
private final RandomVariable a; private final RandomVariable b; private final RandomVariable c;
private final double[] coeffTaylorE2 = new double[] { 1, 2.0/3.0, 1.0/4.0, 1.0/15.0, 1.0/72.0 }; private final double[] coeffTaylorE3 = new double[] { 1, 3.0/4.0, 3.0/10.0, 1.0/12.0, 1.0/56.0 }; private final double[] coeffTaylorE17 = new double[] { 1, 1.0/2.0, 1.0/6.0, 1.0/24.0, 1.0/120.0, 1.0/720.0, 1.0/5040.0 }; private final double[] coeffTaylorE27 = new double[] { 1, 2.0/3.0, 1.0/4.0, 1.0/15.0, 1.0/72.0, 1.0/420.0, 1.0/2880.0 }; private final double[] coeffTaylorE37 = new double[] { 1, 3.0/4.0, 3.0/10.0, 1.0/12.0, 1.0/56.0, 1.0/320.0, 1.0/2160.0 }; private RandomVariableFactory randomVariableFactory; <extra_id_0> private final RandomVariable d; private boolean isCalibrateable = false; public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final double c, final double d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; this.a = randomVariableFactory.createRandomVariable(a);