/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialForm.java
private final RandomVariable b; private final RandomVariable a;
private final RandomVariable a; private final RandomVariable b;
import net.finmath.montecarlo.RandomVariableFromArrayFactory; import net.finmath.stochastic.RandomVariable; import net.finmath.time.TimeDiscretization; public class LIBORVolatilityModelFourParameterExponentialForm extends LIBORVolatilityModel { private static final long serialVersionUID = -7371483471144264848L; private final RandomVariableFactory randomVariableFactory; <extra_id_0> private final RandomVariable c; private final RandomVariable d; private boolean isCalibrateable = false; private transient RandomVariable[][] volatility; private transient Object volatilityLazyInitLock = new Object(); public LIBORVolatilityModelFourParameterExponentialForm(final RandomVariableFactory randomVariableFactory, final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final RandomVariable a, final RandomVariable b, final RandomVariable c, final RandomVariable d, final boolean isCalibrateable) {