Fixed cast of randomVariableFactory.
@@ -466,7 +466,7 @@ public class HullWhiteModel extends AbstractProcessModel implements ShortRateMod
return new HullWhiteModel(randomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, volatilityModel, properties);
}
- RandomVariableFactory newRandomVariableFactory = (RandomVariableFactory) dataModified.getOrDefault("randomVariableFactory", randomVariableFactory);
+ AbstractRandomVariableFactory newRandomVariableFactory = (AbstractRandomVariableFactory) dataModified.getOrDefault("randomVariableFactory", randomVariableFactory);
ShortRateVolatilityModel newVolatilityModel = (ShortRateVolatilityModel) dataModified.getOrDefault("volatilityModel", volatilityModel);
return new HullWhiteModel(newRandomVariableFactory, liborPeriodDiscretization, analyticModel, forwardRateCurve, discountCurve, newVolatilityModel, properties);
