/src/main/java/net/finmath/marketdata/model/volatilities/OptionSurfaceData.java
this.discountCurve = discountCurve;this.equityForwardCurve = equityForwardCurve;
this.equityForwardCurve = equityForwardCurve;
final OptionSmileData jthSmile = new OptionSmileData(underlying, referenceDate, strikes, maturities[j], valuesOfInterest, convention); surface.put(maturities[j],jthSmile); } this.underlying = underlying; this.referenceDate = referenceDate; this.discountCurve = discountCurve; <extra_id_0> this.convention = convention; this.maturities = maturities; } } public OptionSurfaceData(final OptionSmileData[] smiles, final DiscountCurve discountCurve, final DiscountCurve equityForwardCurve) {