/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelAsGiven.java
this.meanReversion = volatility;
this.meanReversion = meanReversion;
private final double[] volatility; private final double[] meanReversion; public ShortRateVolatilityModelAsGiven(final TimeDiscretization timeDiscretization, final double[] volatility, final double[] meanReversion) { super(); this.timeDiscretization = timeDiscretization; this.volatility = volatility; <extra_id_0> } @Override public TimeDiscretization getTimeDiscretization() { return timeDiscretization; } @Override