/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
this.d = new Scalar( d) ;this.c = new Scalar( c) ;
this.c = new Scalar ( c ) ;
this.isCalibrateable = isCalibrateable; } public LIBORVolatilityModelFourParameterExponentialFormIntegrated(final TimeDiscretization timeDiscretization, final TimeDiscretization liborPeriodDiscretization, final double a, final double b, final double c, final double d, final boolean isCalibrateable) { super(timeDiscretization, liborPeriodDiscretization); this.a = new Scalar(a); this.b = new Scalar(b); <extra_id_0> this.d = new Scalar(d); this.isCalibrateable = isCalibrateable; } @Override public RandomVariable[] getParameter() { if(!isCalibrateable) {