/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/BlendedLocalVolatilityModel.java
} return new BlendedLocalVolatilityModel( randomVariableFactory, ( AbstractLIBORCovarianceModelParametric) covarianceModel.clone( ) , forwardCurve, displacement.doubleValue( ) , isCalibrateable) ;
return new BlendedLocalVolatilityModel ( randomVariableFactory, ( AbstractLIBORCovarianceModelParametric ) covarianceModel.clone ( ) , forwardCurve, displacement.doubleValue ( ) , isCalibrateable ) ; }
} public BlendedLocalVolatilityModel(final AbstractLIBORCovarianceModelParametric covarianceModel, final double displacement, final boolean isCalibrateable) { this(new RandomVariableFromArrayFactory(), covarianceModel, displacement, isCalibrateable); } @Override public Object clone() { <extra_id_0> public AbstractLIBORCovarianceModelParametric getBaseCovarianceModel() { return covarianceModel; } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) {