/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
return randomVariableFactory.createRandomVariable( value) ;this.initialValue = randomVariableFactory.createRandomVariable( initialValue) ;
this.initialValue = randomVariableFactory.createRandomVariable ( initialValue ) ;
descriptor.getNu()); } public VarianceGammaModel(final double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final double sigma, final double theta, final double nu, final RandomVariableFactory randomVariableFactory) { super(); <extra_id_0> this.discountCurveForForwardRate = discountCurveForForwardRate; riskFreeRate = null; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.sigma = randomVariableFactory.createRandomVariable(sigma); this.theta = randomVariableFactory.createRandomVariable(theta);