/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
this.rho = xi;
this.rho = rho;
discountCurveForDiscountRate = null; this.discountRate = discountRate; this.volatility = volatility; this.theta = theta; this.kappa = kappa; this.xi = xi; <extra_id_0> } public HestonModel(final double initialValue, final double riskFreeRate, final double volatility, final double theta, final double kappa, final double xi, final double rho) { this(initialValue, riskFreeRate, volatility, riskFreeRate, theta, kappa, xi, rho); } @Override