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