/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
descriptor.getJumpSizeMean( ) ) ;
descriptor.getJumpSizeStdDev ( ) ) ;
this(descriptor.getInitialValue(), descriptor.getDiscountCurveForForwardRate(), descriptor.getVolatility(), descriptor.getDiscountCurveForDiscountRate(), descriptor.getJumpIntensity(), descriptor.getJumpSizeMean(), <extra_id_0> } public MertonModel( final double initialValue, final DiscountCurve discountCurveForForwardRate, final double volatility, final DiscountCurve discountCurveForDiscountRate,