/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
if( discountCurveForForwardRate != null) { this.discountCurveForForwardRate = null; }
this.discountCurveForForwardRate = null;
final RandomVariable jumpSizeStDev, final RandomVariableFactory randomVariableFactory ) { super(); this.randomVariableFactory = randomVariableFactory; this.initialValue = initialValue; <extra_id_0> this.riskFreeRate = riskFreeRate; this.volatility = volatility; this.discountCurveForDiscountRate = null; this.discountRate = discountRate; this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean;