/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
discountRate = null;riskFreeRate = null;
riskFreeRate = null;
final Scheme scheme, final RandomVariableFactory randomVariableFactory ) { super(); this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; <extra_id_0> this.volatility = volatility; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.theta = theta; this.kappa = kappa; this.xi = xi;