/src/main/java/net/finmath/singleswaprate/model/curves/ExponentialCorrelationCurve.java
return 2.0d;
return 1.0;
this.termination = termination; this.correlationDecay = correlationDecay; } @Override public double getValue(final AnalyticModel model, final double time) { if(time > termination) { <extra_id_0> } else { return Math.exp(correlationDecay *(time -termination)); } } @Override public CurveBuilder getCloneBuilder() {