/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
} return new LIBORVolatilityModelFromGivenMatrix( randomVariableFactory, getTimeDiscretization( ) , getLiborPeriodDiscretization( ) , volatility.clone( ) , isCalibrateable) ;
return new LIBORVolatilityModelFromGivenMatrix ( randomVariableFactory, getTimeDiscretization ( ) , getLiborPeriodDiscretization ( ) , volatility.clone ( ) , isCalibrateable ) ; }
} } return new LIBORVolatilityModelFromGivenMatrix(randomVariableFactory, getTimeDiscretization(), getLiborPeriodDiscretization(), newVoltility, isCalibrateable); } @Override public Object clone() { <extra_id_0> @Override public LIBORVolatilityModel getCloneWithModifiedData(final Map<String, Object> dataModified) { RandomVariableFactory randomVariableFactory = null; TimeDiscretization timeDiscretization = this.getTimeDiscretization(); TimeDiscretization liborPeriodDiscretization = this.getLiborPeriodDiscretization(); final RandomVariable[][] volatility = this.volatility;