/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
riskFreeRate = null;this.riskFreeRate = null;
this.riskFreeRate = null;
final RandomVariable jumpSizeStDev, final RandomVariableFactory randomVariableFactory ) { super(); this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; <extra_id_0> this.volatility = volatility; this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.discountRate = null; this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStDev;