/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
final RandomVariable[] parameters = getParameter ( ) ;
@Override public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final double[] parameters) { return getCloneWithModifiedParameters(Scalar.arrayOf(parameters)); } @Override public double[] getParameterAsDouble() { <extra_id_0> final double[] parametersAsDouble = new double[parameters.length]; for(int i=0; i<parameters.length; i++) { parametersAsDouble[i] = parameters[i].doubleValue(); } return parametersAsDouble; }