/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java
return new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm( super.getTimeDiscretization( ) , super.getLiborPeriodDiscretization( ) ,
return new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm ( super.getTimeDiscretization ( ) , super.getLiborPeriodDiscretization ( ) , a,
volatilityInstanteaneous = a[liborIndex].addProduct(b[liborIndex], timeToMaturity).mult(c[liborIndex].mult(-timeToMaturity).exp()).add(d[liborIndex]); } return volatilityInstanteaneous; } @Override public Object clone() { <extra_id_0> b, c, d ); } @Override