/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
} this.isCalibrateable = isCalibrateable;this.volatility = volatility.clone( ) ;
this.volatility = volatility.clone ( ) ; this.isCalibrateable = isCalibrateable; }
final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable[][] volatility, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.randomVariableFactory = randomVariableFactory; <extra_id_0> public LIBORVolatilityModelFromGivenMatrix( final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable[][] volatility, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization);