/src/main/java/net/finmath/fouriermethod/models/MertonModel.java
this.discountCurveForDiscountRate = discountCurveForDiscountRate;this.discountRate = discountRate;
this.discountRate = discountRate;
referenceDate = null; this.initialValue = initialValue; discountCurveForForwardRate = null; this.riskFreeRate = riskFreeRate; this.volatility = volatility; discountCurveForDiscountRate = null; <extra_id_0> this.jumpIntensity = jumpIntensity; this.jumpSizeMean = jumpSizeMean; this.jumpSizeStdDev = jumpSizeStdDev; } public MertonModel(final double initialValue, final double riskFreeRate, final double volatility, final double jumpIntensity, final double jumpSizeMean, final double jumpSizeStdDev) {