/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
this( liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, new RandomVariableFromArrayFactory( ) , covarianceModel, calibrationItems) ;
this ( liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, new RandomVariableFromArrayFactory ( ) , covarianceModel, calibrationItems, properties ) ;
final ForwardCurve forwardRateCurve, final DiscountCurve discountCurve, final LIBORCovarianceModel covarianceModel, final CalibrationProduct[] calibrationItems, final Map<String, ?> properties ) throws CalculationException { <extra_id_0> } public LIBORMarketModelFromCovarianceModel( final TimeDiscretization liborPeriodDiscretization, final ForwardCurve forwardRateCurve, final LIBORCovarianceModel covarianceModel ) throws CalculationException {