/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForForward( time) ;
final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForDiscounting ( time ) ;
final double xi, final double rho) { this(initialValue, riskFreeRate, volatility, riskFreeRate, theta, kappa, xi, rho); } @Override public CharacteristicFunction apply(final double time) { final double logDiscountFactorForForward = this.getLogDiscountFactorForForward(time); <extra_id_0> return new CharacteristicFunction() { @Override public Complex apply(final Complex argument) { final Complex iargument = argument.multiply(Complex.I); final Complex gamma = iargument.multiply(rho * xi).subtract(kappa).pow(2) .subtract(