Deprecated constructor consuming model
@@ -29,12 +29,20 @@ public class LIBORMonteCarloSimulationFromLIBORModel implements LIBORModelMonteC
private final LIBORModel model;
private final MonteCarloProcess process;
+ public LIBORMonteCarloSimulationFromLIBORModel(final MonteCarloProcess process) {
+ super();
+ // TODO Validate type
+ this.model = (LIBORModel) process.getModel();
+ this.process = process;
+ }
+
/**
* Create a LIBOR Monte-Carlo Simulation from a given LIBORMarketModelFromCovarianceModel and an MonteCarloProcess.
*
* @param model The LIBORMarketModelFromCovarianceModel.
* @param process The process.
*/
+ @Deprecated
public LIBORMonteCarloSimulationFromLIBORModel(final LIBORModel model, final MonteCarloProcess process) {
super();
this.model = model;
