/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionAnalyticApproximationRebonato.java
this.swapTenor = swapTenor;this.swaprate = swaprate;
this.swaprate = swaprate;
private final ValueUnit valueUnit; public SwaptionAnalyticApproximationRebonato(final double swaprate, final TimeDiscretization swapTenor) { this(swaprate, swapTenor.getAsDoubleArray(), ValueUnit.VALUE); } public SwaptionAnalyticApproximationRebonato(final double swaprate, final double[] swapTenor, final ValueUnit valueUnit) { super(); <extra_id_0> this.swapTenor = swapTenor; this.valueUnit = valueUnit; } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) { final ProcessModel modelBase = model.getModel();