Fixed bug in parameter vector mapping
@@ -96,7 +96,7 @@ public class LIBORCovarianceModelStochasticHestonVolatility extends AbstractLIBO
System.arraycopy(covarianceParameters, 0, jointParameters, 0, covarianceParameters.length);
jointParameters[covarianceParameters.length+0] = kappa;
jointParameters[covarianceParameters.length+1] = theta;
- jointParameters[covarianceParameters.length+1] = xi;
+ jointParameters[covarianceParameters.length+2] = xi;
return jointParameters;
}
