/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm5Param.java
final LIBORCovarianceModelExponentialForm5Param model = ( LIBORCovarianceModelExponentialForm5Param ) this.clone ( ) ;
model.volatilityModel = volatilityModel; model.correlationModel = correlationModel; return model; } @Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { <extra_id_0> model.parameter = parameters; if(parameters[0] != parameter[0] || parameters[1] != parameter[1] || parameters[2] != parameter[2] || parameters[3] != parameter[3]) { model.volatilityModel = new LIBORVolatilityModelFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameters[0], parameters[1], parameters[2], parameters[3], false); } if(parameters[4] != parameter[4]) { model.correlationModel = new LIBORCorrelationModelExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameters[4].doubleValue(), false);