/src/main/java/net/finmath/montecarlo/interestrate/models/HullWhiteModelWithConstantCoeff.java
this.meanReversion = meanReversion; this.discountCurve = discountCurve;
this.discountCurve = discountCurve; this.meanReversion = meanReversion;
final double volatility, final Map<String, ?> properties ) { this.liborPeriodDiscretization = liborPeriodDiscretization; this.analyticModel = analyticModel; this.forwardRateCurve = forwardRateCurve; <extra_id_0> this.volatility = volatility; discountCurveFromForwardCurve = new DiscountCurveFromForwardCurve(forwardRateCurve); numeraires = new ConcurrentHashMap<>(); } @Override public int getNumberOfComponents() {