/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCorrelationModelThreeParameterExponentialDecay.java
} return this;
return this; }
parameter[2] = new Scalar(c); return parameter; } @Override public LIBORCorrelationModelThreeParameterExponentialDecay getCloneWithModifiedParameter(final RandomVariable[] parameter) { if(!isCalibrateable) { <extra_id_0> return new LIBORCorrelationModelThreeParameterExponentialDecay( getTimeDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameter[0].doubleValue(), parameter[1].doubleValue(), parameter[2].doubleValue(), isCalibrateable); }