/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
p = p.mult( x).add( coeff[i]) ; for( int i=coeff.length-3; i >= 0; i--) {
for ( int i=coeff.length-3; i >= 0; i-- ) { p = p.mult ( x ) .add ( coeff[i] ) ;
integratedVariance = integratedVariance.add( bdTT.mult(expA2) ); integratedVariance = integratedVariance.add( ddT ); return integratedVariance; } private RandomVariable polynom(final RandomVariable x, final double[] coeff) { RandomVariable p = x.mult(coeff[coeff.length-1]).add(coeff[coeff.length-2]); <extra_id_0> } return p; } @Override public Object clone() { return new LIBORVolatilityModelFourParameterExponentialFormIntegrated(