/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
final RandomVariable[] volatilityParameter = volatilityModel.getParameter( ) ;final RandomVariable[] newVolatilityParameter = new RandomVariable[volatilityParameter.length];
final RandomVariable[] newVolatilityParameter = new RandomVariable[volatilityParameter.length];
LIBORVolatilityModel volatilityModel = this.volatilityModel; LIBORCorrelationModel correlationModel = this.correlationModel; final RandomVariable[] volatilityParameter = volatilityModel.getParameter(); final RandomVariable[] correlationParameter = correlationModel.getParameter(); int parameterIndex = 0; if(volatilityParameter != null) { <extra_id_0> System.arraycopy(parameters, parameterIndex, newVolatilityParameter, 0, newVolatilityParameter.length); parameterIndex += newVolatilityParameter.length; if(!Arrays.equals(newVolatilityParameter, volatilityModel.getParameter())) { volatilityModel = volatilityModel.getCloneWithModifiedParameter(newVolatilityParameter); } }