84d2a4675756aa6f06e4e3674c0981336b38e24c,src/main/java6/net/finmath/montecarlo/interestrate/modelplugins/BlendedLocalVolatilityModel.java,BlendedLocalVolatilityModel,setParameter,#number[]#,133
Before Change
if(parameter == null || parameter.length == 0) return;
if(!isCalibrateable) {
covarianceModel.setParameter(parameter);
return;
}
double[] covarianceParameters = new double[parameter.length-1];
System.arraycopy(parameter, 0, covarianceParameters, 0, covarianceParameters.length);
covarianceModel.setParameter(covarianceParameters);
displacement = parameter[covarianceParameters.length];
}
After Change
if(parameter == null || parameter.length == 0) return;
if(!isCalibrateable) {
covarianceModel = covarianceModel.getCloneWithModifiedParameters(parameter);
return;
}
double[] covarianceParameters = new double[parameter.length-1];
System.arraycopy(parameter, 0, covarianceParameters, 0, covarianceParameters.length);
covarianceModel = covarianceModel.getCloneWithModifiedParameters(covarianceParameters);
displacement = parameter[covarianceParameters.length];
}