/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelFromVolatilityAndCorrelation.java
parameterIndex += volatilityParameter.length;parameterIndex += newCorrelationParameter.length;
parameterIndex += newCorrelationParameter.length;
volatilityModel = volatilityModel.getCloneWithModifiedParameter(newVolatilityParameter); } } if(correlationParameter != null) { final RandomVariable[] newCorrelationParameter = new RandomVariable[correlationParameter.length]; System.arraycopy(parameters, parameterIndex, newCorrelationParameter, 0, newCorrelationParameter.length); <extra_id_0> if(!Arrays.equals(newCorrelationParameter, correlationModel.getParameter())) { correlationModel = correlationModel.getCloneWithModifiedParameter(newCorrelationParameter); } } return new LIBORCovarianceModelFromVolatilityAndCorrelation(this.getTimeDiscretization(), this.getLiborPeriodDiscretization(), volatilityModel, correlationModel); }