Fixed Java 6 compatiblity.
@@ -58,7 +58,10 @@ public class ModelFactory {
* @return An object implementing {@link HybridAssetLIBORModelMonteCarloSimulationInterface}, where each asset process is calibrated to a given option.
* @throws CalculationException Thrown if calibration fails.
*/
- public HybridAssetLIBORModelMonteCarloSimulationInterface getHybridAssetLIBORModel(LIBORModelMonteCarloSimulationInterface baseModel, BrownianMotionInterface brownianMotion, double[] initialValues, double riskFreeRate, double[][] correlations, double[] maturities, double[] strikes, double[] volatilities, DiscountCurveInterface discountCurve) throws CalculationException {
+ public HybridAssetLIBORModelMonteCarloSimulationInterface getHybridAssetLIBORModel(
+ final LIBORModelMonteCarloSimulationInterface baseModel, final BrownianMotionInterface brownianMotion,
+ final double[] initialValues, final double riskFreeRate, final double[][] correlations, final double[] maturities,
+ final double[] strikes, double[] volatilities, DiscountCurveInterface discountCurve) throws CalculationException {
OptimizerInterface optimizer = new LevenbergMarquardt(volatilities /*initialParameters*/, volatilities /*targetValues*/, 100 /*maxIteration*/, 1 /*numberOfThreads*/) {
private static final long serialVersionUID = -9199565564991442848L;
