/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
return new LIBORVolatilityModelFromGivenMatrix( randomVariableFactory, getTimeDiscretization( ) , getLiborPeriodDiscretization( ) , newVoltility) ;
return new LIBORVolatilityModelFromGivenMatrix ( randomVariableFactory, getTimeDiscretization ( ) , getLiborPeriodDiscretization ( ) , newVoltility, isCalibrateable ) ;
for(int liborPeriodIndex = 0; liborPeriodIndex< getLiborPeriodDiscretization().getNumberOfTimeSteps(); liborPeriodIndex++) { if(getTimeDiscretization().getTime(timeIndex) < getLiborPeriodDiscretization().getTime(liborPeriodIndex) ) { newVoltility[timeIndex][liborPeriodIndex] = parameter[parameterIndex++]; } } } <extra_id_0> } @Override public Object clone() { return new LIBORVolatilityModelFromGivenMatrix(randomVariableFactory, getTimeDiscretization(), getLiborPeriodDiscretization(), volatility.clone(), isCalibrateable); } @Override