/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/TermStructureTenorTimeScalingPicewiseConstant.java
private final double[] timesIntegrated; private final TimeDiscretization timeDiscretization;
private final TimeDiscretization timeDiscretization; private final double[] timesIntegrated;
package net.finmath.montecarlo.interestrate.models.covariance; import net.finmath.time.TimeDiscretization; public class TermStructureTenorTimeScalingPicewiseConstant implements TermStructureTenorTimeScaling { <extra_id_0> private final double floor = 0.1-1.0, cap = 10.0-1.0; private final double parameterScaling = 100.0; public TermStructureTenorTimeScalingPicewiseConstant(final TimeDiscretization timeDiscretization, final double[] parameters) { super(); this.timeDiscretization = timeDiscretization; timesIntegrated = new double[timeDiscretization.getNumberOfTimes()];