/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModel.java
final HullWhiteModel model = new HullWhiteModel( properties, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, volatilityModel, randomVariableFactory) ;
final HullWhiteModel model = new HullWhiteModel ( randomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, volatilityModel, properties ) ;
final ForwardCurve forwardRateCurve, final DiscountCurve discountCurve, final ShortRateVolatilityModel volatilityModel, final CalibrationProduct[] calibrationProducts, final Map<String, Object> properties ) throws CalculationException { <extra_id_0> if(calibrationProducts != null && calibrationProducts.length > 0) { ShortRateVolatilityModelCalibrateable volatilityModelParametric = null; try { volatilityModelParametric = (ShortRateVolatilityModelCalibrateable)volatilityModel; } catch(final Exception e) {