/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelTwoParameterExponentialForm.java
this( new RandomVariableFromArrayFactory( ) , timeDiscretization, liborPeriodDiscretization, a, a, true) ;
this ( new RandomVariableFromArrayFactory ( ) , timeDiscretization, liborPeriodDiscretization, a, b, true ) ;
this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelTwoParameterExponentialForm(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final boolean isCalibrateable) { this(randomVariableFactory, timeDiscretization, liborPeriodDiscretization, randomVariableFactory.createRandomVariable(a), randomVariableFactory.createRandomVariable(b), isCalibrateable); } public LIBORVolatilityModelTwoParameterExponentialForm(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b) { <extra_id_0> } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) { return null; }