/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionAnalyticApproximationRebonato.java
discountFactors[0] = discountCurve.getDiscountFactor ( model, swapStart ) ;
final double swapStart = swapTenor[0]; final double swapEnd = swapTenor[swapTenor.length-1]; final int swapStartIndex = liborPeriodDiscretization.getTimeIndex(swapStart); final int swapEndIndex = liborPeriodDiscretization.getTimeIndex(swapEnd); final double[] forwardRates = new double[swapEndIndex-swapStartIndex+1]; final double[] discountFactors = new double[swapEndIndex-swapStartIndex+1]; <extra_id_0> for(int liborPeriodIndex = swapStartIndex; liborPeriodIndex < swapEndIndex; liborPeriodIndex++) { final double libor = forwardCurve.getForward(null, liborPeriodDiscretization.getTime(liborPeriodIndex)); forwardRates[liborPeriodIndex-swapStartIndex] = libor; discountFactors[liborPeriodIndex-swapStartIndex+1] = discountCurve.getDiscountFactor(model, liborPeriodDiscretization.getTime(liborPeriodIndex+1)); } final double[] swapAnnuities = new double[swapTenor.length-1];