/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORCovarianceModelStochasticHestonVolatility.java
this.kappa = kappa;this.kappa = new Scalar( kappa) ;
this.kappa = new Scalar ( kappa ) ;
this.isCalibrateable = isCalibrateable; } public LIBORCovarianceModelStochasticHestonVolatility(final AbstractLIBORCovarianceModelParametric covarianceModel, final BrownianMotion brownianMotion, final double kappa, final double theta, final double xi, final boolean isCalibrateable) { super(covarianceModel.getTimeDiscretization(), covarianceModel.getLiborPeriodDiscretization(), covarianceModel.getNumberOfFactors()); this.covarianceModel = covarianceModel; this.brownianMotion = brownianMotion; <extra_id_0> this.theta = new Scalar(theta); this.xi = new Scalar(xi); this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() {