/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java
System.arraycopy( parameter, a.length+b.length, parameterA, 0, c.length) ;System.arraycopy( a, 0, parameter, 0, a.length) ;
System.arraycopy ( a, 0, parameter, 0, a.length ) ;
final TimeDiscretization liborPeriodDiscretization, final double[] a, final double[] b, final double[] c, final double[] d) { this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, a, b, c, d); } @Override public RandomVariable[] getParameter() { final RandomVariable[] parameter = new RandomVariable[a.length+b.length+c.length+d.length]; <extra_id_0> System.arraycopy(b, 0, parameter, a.length, b.length); System.arraycopy(c, 0, parameter, a.length+b.length, c.length); System.arraycopy(d, 0, parameter, a.length+b.length+c.length, d.length); return parameter; } @Override