/src/main/java/net/finmath/fouriermethod/models/BlackScholesModel.java
this.discountCurveForDiscountRate = discountCurveForForwardRate;
this.discountCurveForDiscountRate = discountCurveForDiscountRate;
final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double volatility) { super(); this.referenceDate = referenceDate; this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = Double.NaN; <extra_id_0> discountRate = Double.NaN; this.volatility = volatility; } public BlackScholesModel(final double initialValue, final double riskFreeRate, final double discountRate, final double volatility) { super(); referenceDate = null;