/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/AbstractLIBORCovarianceModelParametric.java
final double[] parameterAsDouble = this.getParameterAsDouble( ) ;final double[] parameterAsDouble = new double[parameters.length];
final double[] parameterAsDouble = new double[parameters.length];
return parameter; } public abstract double[] getParameterAsDouble(); @Override public abstract Object clone(); public AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(final RandomVariable[] parameters) { <extra_id_0> for(int i=0; i<parameterAsDouble.length; i++) { parameterAsDouble[i] = parameters[i].doubleValue(); } return getCloneWithModifiedParameters(parameterAsDouble); } public abstract AbstractLIBORCovarianceModelParametric getCloneWithModifiedParameters(double[] parameters);