/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
randomVariableFactory.createRandomVariable( randomVariableFactory.getRho( ) ) , scheme, descriptor) ;
randomVariableFactory.createRandomVariable ( descriptor.getRho ( ) ) , scheme, randomVariableFactory ) ;
descriptor.getDiscountCurveForForwardRate(), randomVariableFactory.createRandomVariable(descriptor.getVolatility()), descriptor.getDiscountCurveForDiscountRate(), randomVariableFactory.createRandomVariable(descriptor.getTheta()), randomVariableFactory.createRandomVariable(descriptor.getKappa()), randomVariableFactory.createRandomVariable(descriptor.getXi()), <extra_id_0> } public HestonModel( final RandomVariable initialValue, final DiscountCurve discountCurveForForwardRate, final RandomVariable volatility, final DiscountCurve discountCurveForDiscountRate,