/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
if( liborPeriodDiscretization.getTimeIndex( exerciseDate) < exerciseIndex) {
if ( liborPeriodDiscretization.getTimeIndex ( exerciseDate ) < 0 ) {
final double swapPeriodLength = swaptionMarketData.getSwapPeriodLength(); final ArrayList<CalibrationProduct> calibrationProducts = new ArrayList<>(); for(int exerciseIndex=0; exerciseIndex<=optionMaturities.getNumberOfTimeSteps(); exerciseIndex++) { for(int tenorIndex=0; tenorIndex<=tenor.getNumberOfTimeSteps()-exerciseIndex; tenorIndex++) { final double exerciseDate = optionMaturities.getTime(exerciseIndex); final double swapLength = tenor.getTime(tenorIndex); <extra_id_0> continue; } if(liborPeriodDiscretization.getTimeIndex(exerciseDate+swapLength) <= liborPeriodDiscretization.getTimeIndex(exerciseDate)) { continue; } final int numberOfPeriods = (int)(swapLength / swapPeriodLength);