/src/main/java/net/finmath/singleswaprate/model/volatilities/SABRVolatilityCubeParallel.java
this( name, referenceDate, sabrDisplacement, sabrBeta, sabrRho, sabrVolvol, baseVolTable, correlationDecay, 1.0) ;
this ( name, referenceDate, swapRateTable, sabrDisplacement, sabrBeta, sabrRho, sabrVolvol, baseVolTable, correlationDecay, 1.0 ) ;
private final double sabrVolvol; private final DataTable baseVolTable; private final double correlationDecay; private final QuotingConvention quotingConvention = QuotingConvention.VOLATILITYNORMAL; public SABRVolatilityCubeParallel(final String name, final LocalDate referenceDate, final DataTable swapRateTable, final double sabrDisplacement, final double sabrBeta, final double sabrRho, final double sabrVolvol, final DataTable baseVolTable, final double correlationDecay) { <extra_id_0> } public SABRVolatilityCubeParallel(final String name, final LocalDate referenceDate, final DataTable swapRateTable, final double sabrDisplacement, final double sabrBeta, final double sabrRho, final double sabrVolvol, final DataTable baseVolTable, final double correlationDecay, final double iborOisDecorrelation) { super(); this.name = name; this.referenceDate = referenceDate;