Fixed cloning of model (using changed process).
@@ -180,7 +180,7 @@ public class LIBORMonteCarloSimulationFromLIBORModel implements LIBORModelMonteC
return lmmSimClone;
}
else {
- return new LIBORMonteCarloSimulationFromLIBORModel(modelClone, getProcess().clone());
+ return new LIBORMonteCarloSimulationFromLIBORModel(getProcess().getCloneWithModifiedModel(modelClone));
}
}
