/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
this( null, initialValue, discountCurveForForwardRate, discountCurveForDiscountRate, rho, theta, kappa, xi, volatility) ;
this ( null, initialValue, discountCurveForForwardRate, discountCurveForDiscountRate, volatility, theta, kappa, xi, rho ) ;
this.theta = theta; this.kappa = kappa; this.xi = xi; this.rho = rho; } public HestonModel(final double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double volatility, final double theta, final double kappa, final double xi, final double rho) { <extra_id_0> } public HestonModel(final double initialValue, final double riskFreeRate, final double volatility, final double discountRate, final double theta, final double kappa, final double xi, final double rho) { super(); referenceDate = null; this.initialValue = initialValue;