/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
this.volatility = null.createRandomVariable( volatility) ;
this.volatility = randomVariableFactory.createRandomVariable ( volatility ) ;
) { super(); this.randomVariableFactory = randomVariableFactory; this.initialValue = randomVariableFactory.createRandomVariable(initialValue); this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = null; <extra_id_0> this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.jumpIntensity = randomVariableFactory.createRandomVariable(jumpIntensity); this.jumpSizeMean = randomVariableFactory.createRandomVariable(jumpSizeMean); jumpSizeStdDev = randomVariableFactory.createRandomVariable(jumpSizeStDev); }