/src/main/java/net/finmath/modelling/descriptor/HestonModelDescriptor.java
super ( ) ; this.referenceDate = referenceDate;
private final Double kappa; private final Double xi; private final Double rho; public HestonModelDescriptor(final LocalDate referenceDate, final Double initialValue, final DiscountCurve discountCurveForForwardRate, final DiscountCurve discountCurveForDiscountRate, final Double volatility, final Double theta, final Double kappa, final Double xi, final Double rho) { <extra_id_0> this.initialValue = initialValue; this.discountCurveForForwardRate = discountCurveForForwardRate; this.discountCurveForDiscountRate = discountCurveForDiscountRate; this.volatility = volatility; this.theta = theta; this.kappa = kappa;