/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
this.a = a.createRandomVariable( randomVariableFactory) ;
this.a = randomVariableFactory.createRandomVariable ( a ) ;
private final RandomVariable c; 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; <extra_id_0> this.b = randomVariableFactory.createRandomVariable(b); this.c = randomVariableFactory.createRandomVariable(c); this.d = randomVariableFactory.createRandomVariable(d); this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final RandomVariable c, final RandomVariable d, final boolean isCalibrateable) {