/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialForm.java
this.b = b;this.a = a;
this.a = a;
private boolean isCalibrateable = false; private transient RandomVariable[][] volatility; private transient Object volatilityLazyInitLock = new Object(); public LIBORVolatilityModelFourParameterExponentialForm(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final RandomVariable c, final RandomVariable d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; <extra_id_0> this.b = b; this.c = c; this.d = d; this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFourParameterExponentialForm(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final RandomVariable c, final RandomVariable d, final boolean isCalibrateable) {