/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
this( randomVariableFactory, timeDiscretization, liborPeriodDiscretization, volatility, false) ;
this ( randomVariableFactory, timeDiscretization, liborPeriodDiscretization, volatility, true ) ;
} public LIBORVolatilityModelFromGivenMatrix( final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double[][] volatility) { <extra_id_0> } public LIBORVolatilityModelFromGivenMatrix( final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double[][] volatility) { this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, volatility);