/src/main/java/net/finmath/montecarlo/interestrate/simple/SimpleLIBORMarketModel.java
super(  timeDiscretization, n) ;
super ( liborPeriodDiscretization, n ) ;
final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final int numberOfPaths, final double[] liborInitialValues, final LIBORCovarianceModel covarianceModel ) { <extra_id_0> this.liborInitialValues = liborInitialValues; this.covarianceModel = covarianceModel; } public SimpleLIBORMarketModel( final TimeDiscretization liborPeriodDiscretization, final double[] liborInitialValues,