/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay( getLiborPeriodDiscretization( ) , getLiborPeriodDiscretization( ) , getTimeDiscretization( ) , parameter[4], parameter[5], parameter[6], false) ;
correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay ( getLiborPeriodDiscretization ( ) , getLiborPeriodDiscretization ( ) , getNumberOfFactors ( ) , parameter[4], parameter[5], parameter[6], false ) ;
parameter[2] = 0.1; parameter[3] = 0.2; parameter[4] = 0.1; parameter[5] = 0.1; parameter[6] = 0.1; volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameter[0], parameter[1], parameter[2], parameter[3]); <extra_id_0> } @Override public Object clone() { final LIBORCovarianceModelExponentialForm7Param model = new LIBORCovarianceModelExponentialForm7Param(this.getTimeDiscretization(), this.getLiborPeriodDiscretization(), this.getNumberOfFactors()); model.parameter = parameter; model.volatilityModel = volatilityModel;