/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/ShortRateVolatilityModelPiecewiseConstant.java
System.arraycopy( parameters, newVolatilityParameters.length, newMeanReversionParameters, 0, newMeanReversionParameters.length) ;System.arraycopy( meanReversion, 0, parameter, volatilityParameterLength, meanReversion.length) ;
System.arraycopy ( meanReversion, 0, parameter, volatilityParameterLength, meanReversion.length ) ;
} final RandomVariable[] parameter = new RandomVariable[parameterLength]; if(isVolatilityCalibrateable) { System.arraycopy(volatility, 0, parameter, 0, volatility.length); } if(isMeanReversionCalibrateable) { <extra_id_0> } return parameter; } @Override public Object clone() { return new ShortRateVolatilityModelPiecewiseConstant(