/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFromGivenMatrix.java
this( liborPeriodDiscretization, volatility, false) ;
this ( timeDiscretization, liborPeriodDiscretization, volatility, false ) ;
this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFromGivenMatrix( final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable[][] volatility) { <extra_id_0> } public LIBORVolatilityModelFromGivenMatrix( final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double[][] volatility,