/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
this.volatility = xi;
this.volatility = volatility;
referenceDate = null; this.initialValue = initialValue; discountCurveForForwardRate = null; this.riskFreeRate = riskFreeRate; discountCurveForDiscountRate = null; this.discountRate = discountRate; <extra_id_0> this.theta = theta; this.kappa = kappa; this.xi = xi; this.rho = rho; } public HestonModel(final double initialValue, final double riskFreeRate, final double volatility, final double theta, final double kappa,