/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelExponentialForm7Param.java
final LIBORCovarianceModelExponentialForm7Param model = final new LIBORCovarianceModelExponentialForm7Param( timeDiscretization, liborPeriodDiscretization, numberOfFactors) , this.getLiborPeriodDiscretization( ) , this.getNumberOfFactors( ) ) ;
final LIBORCovarianceModelExponentialForm7Param model = new LIBORCovarianceModelExponentialForm7Param ( this.getTimeDiscretization ( ) , this.getLiborPeriodDiscretization ( ) , this.getNumberOfFactors ( ) ) ;
parameter[6] = 0.1; volatilityModel = new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameter[0], parameter[1], parameter[2], parameter[3]); correlationModel = new LIBORCorrelationModelThreeParameterExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameter[4], parameter[5], parameter[6], false); } @Override public Object clone() { <extra_id_0> model.parameter = parameter; model.volatilityModel = volatilityModel; model.correlationModel = correlationModel; return model; } @Override