/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticVolatility.java
} return;
return; }
jointParameters[covarianceParameters.length+0] = nu; jointParameters[covarianceParameters.length+1] = rho; return jointParameters; } private void setParameter(final RandomVariable[] parameter) { if(parameter == null || parameter.length == 0) { <extra_id_0> if(!isCalibrateable) { covarianceModel = covarianceModel.getCloneWithModifiedParameters(parameter); return; } final RandomVariable[] covarianceParameters = new RandomVariable[parameter.length-2]; System.arraycopy(parameter, 0, covarianceParameters, 0, covarianceParameters.length);