/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
return calibrationProducts.toArray ( new CalibrationProduct[calibrationProducts.size ( ) ] ) ;
final double impliedVolatility = swaptionMarketData.getVolatility(exerciseDate, swapLength, swaptionMarketData.getSwapPeriodLength(), swaprate); final double targetValue = AnalyticFormulas.blackModelSwaptionValue(forwardSwaprate, impliedVolatility, exerciseDate, swaprate, swapAnnuity); calibrationProducts.add(new CalibrationProduct(swaption, targetValue, 1.0)); } } } <extra_id_0> } @Override public RandomVariable getNumeraire(final MonteCarloProcess process, double time) throws CalculationException { final int timeIndex = getLiborPeriodIndex(time); if(timeIndex < 0) { final int lowerIndex = -timeIndex -1;