diff --git a/src/net/finmath/montecarlo/interestrate/modelplugins/LIBORCovarianceModelExponentialForm7Param.java b/src/net/finmath/montecarlo/interestrate/modelplugins/LIBORCovarianceModelExponentialForm7Param.java
index <HASH>..<HASH> 100755
--- a/src/net/finmath/montecarlo/interestrate/modelplugins/LIBORCovarianceModelExponentialForm7Param.java
+++ b/src/net/finmath/montecarlo/interestrate/modelplugins/LIBORCovarianceModelExponentialForm7Param.java
@@ -49,7 +49,7 @@ public class LIBORCovarianceModelExponentialForm7Param extends AbstractLIBORCova
 		

 		this.parameter = parameter;

 

-		volatilityModel		= new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), parameter[0], parameter[1], parameter[2], parameter[3]);

+		volatilityModel		= new LIBORVolatilityModelMaturityDependentFourParameterExponentialForm(getTimeDiscretization(), getLiborPeriodDiscretization(), parameter[0], parameter[1], parameter[2], parameter[3]);

 		correlationModel	= new LIBORCorrelationModelThreeParameterExponentialDecay(getLiborPeriodDiscretization(), getLiborPeriodDiscretization(), getNumberOfFactors(), parameter[4], parameter[5], parameter[6], false);

 	}
Fixed a bug resulting in the use of the wrong time discretization for the volatility model (if simulation time and libor time discretization were different).

git-svn-id: <URL>