/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
this.theta = randomVariableFactory.createRandomVariable( theta) ;this.randomVariableFactory = randomVariableFactory;
this.randomVariableFactory = randomVariableFactory;
riskFreeRate = null; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.sigma = randomVariableFactory.createRandomVariable(sigma); this.theta = randomVariableFactory.createRandomVariable(theta); this.nu = randomVariableFactory.createRandomVariable(nu); <extra_id_0> } public VarianceGammaModel(final double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double sigma, final double theta, final double nu) { this(initialValue, discountCurveForDiscountRate, discountCurveForDiscountRate, sigma, theta, nu, new RandomVariableFromArrayFactory()); } public VarianceGammaModel(final double initialValue, final double riskFreeRate, final double discountRate, final double sigma, final double theta,