/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
this.rho  = xi;
this.rho  = rho;
this.volatility = volatility; this.discountCurveForDiscountRate = discountCurveForDiscountRate; discountRate = null; this.theta = theta; this.kappa = kappa; this.xi = xi; <extra_id_0> rhoBar = rho.squared().sub(1).mult(-1).sqrt(); this.scheme = scheme; this.randomVariableFactory = randomVariableFactory; } public HestonModel( final RandomVariable initialValue,