/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/MertonModel.java
randomVariableFactory.createRandomVariable( jumpSizeMean).createRandomVariable( jumpSizeStDev) , randomVariableFactory) ;
randomVariableFactory.createRandomVariable ( jumpSizeMean ) , randomVariableFactory.createRandomVariable ( jumpSizeStDev ) , randomVariableFactory ) ;
) { this(randomVariableFactory.createRandomVariable(initialValue), randomVariableFactory.createRandomVariable(riskFreeRate), randomVariableFactory.createRandomVariable(volatility), randomVariableFactory.createRandomVariable(discountRate), randomVariableFactory.createRandomVariable(jumpIntensity), <extra_id_0> } public MertonModel(final MertonModelDescriptor descriptor) { this(descriptor.getInitialValue(), descriptor.getDiscountCurveForForwardRate(), descriptor.getVolatility(), descriptor.getDiscountCurveForDiscountRate(),