/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/DisplacedLocalVolatilityModel.java
final RandomVariable[] jointParameters = new RandomVariable[covarianceParameters.length+1];final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1];
final RandomVariable[] covarianceParameters = new RandomVariable[parameters.length-1];
if(parameters == null || parameters.length == 0) { return this; } if(!isCalibrateable) { return new DisplacedLocalVolatilityModel(covarianceModel.getCloneWithModifiedParameters(parameters), displacement, isCalibrateable); } <extra_id_0> System.arraycopy(parameters, 0, covarianceParameters, 0, covarianceParameters.length); final AbstractLIBORCovarianceModelParametric newCovarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters); final RandomVariable newDisplacement = parameters[covarianceParameters.length]; return new DisplacedLocalVolatilityModel(newCovarianceModel, newDisplacement, isCalibrateable); } @Override