/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelPiecewiseConstant.java
this( liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, true) ;
this ( timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, true ) ;
this(new RandomVariableFromArrayFactory(), timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, volatility, isCalibrateable); } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double volatility, final boolean isCalibrateable) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility }, isCalibrateable); } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double[] volatility) { <extra_id_0> } public LIBORVolatilityModelPiecewiseConstant(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final TimeDiscretization simulationTimeDiscretization, final TimeDiscretization timeToMaturityDiscretization, final double volatility) { this(timeDiscretization, liborPeriodDiscretization, simulationTimeDiscretization, timeToMaturityDiscretization, new double[] { volatility }); } @Override public RandomVariable[] getParameter() {