/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructCovarianceModelFromLIBORCovarianceModelParametric.java
System.arraycopy ( parameters, tenorTimeScalingParameter.length, covarianceParameter, 0, covarianceParameter.length ) ;
if(tenorTimeScalingModel == null) { return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(null, covarianceModel.getCloneWithModifiedParameters(parameters)); } final double[] tenorTimeScalingParameter = tenorTimeScalingModel.getParameter(); final double[] covarianceParameter = covarianceModel.getParameterAsDouble(); System.arraycopy(parameters, 0, tenorTimeScalingParameter, 0, tenorTimeScalingParameter.length); <extra_id_0> return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(tenorTimeScalingModel.getCloneWithModifiedParameters(tenorTimeScalingParameter), covarianceModel.getCloneWithModifiedParameters(covarianceParameter)); } @Override public TermStructureCovarianceModelParametric clone() { return new TermStructCovarianceModelFromLIBORCovarianceModelParametric(tenorTimeScalingModel.clone(), (AbstractLIBORCovarianceModelParametric) covarianceModel.clone()); }