/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
final LIBORCovarianceModelStochasticHestonVolatility newModel = new LIBORCovarianceModelStochasticHestonVolatility( ( AbstractLIBORCovarianceModelParametric) brownianMotion.clone( ) , covarianceModel, kappa, theta, xi, isCalibrateable) ;
final LIBORCovarianceModelStochasticHestonVolatility newModel = new LIBORCovarianceModelStochasticHestonVolatility ( ( AbstractLIBORCovarianceModelParametric ) covarianceModel.clone ( ) , brownianMotion, kappa, theta, xi, isCalibrateable ) ;
theta = parameter[covarianceParameters.length + 1]; xi = parameter[covarianceParameters.length + 2]; stochasticVolatilityScalings = null; } @Override public Object clone() { <extra_id_0> return newModel; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { final LIBORCovarianceModelStochasticHestonVolatility model = (LIBORCovarianceModelStochasticHestonVolatility)this.clone(); model.setParameter(parameters);