/src/main/java/net/finmath/modelling/productfactory/InterestRateMonteCarloProductFactory.java
final double excercise = FloatingpointDate.getFloatingPointDateFromDate( descriptor.getExcerciseDate( ) ) ;
final double excercise = FloatingpointDate.getFloatingPointDateFromDate ( referenceDate, descriptor.getExcerciseDate ( ) ) ;
implements DescribedProduct<InterestRateSwaptionProductDescriptor> { private final InterestRateSwaptionProductDescriptor descriptor; private final Option swaption; public SwaptionPhysicalMonteCarlo(final InterestRateSwaptionProductDescriptor descriptor, final LocalDate referenceDate) { super(); this.descriptor = descriptor; <extra_id_0> final AbstractTermStructureMonteCarloProduct swap = (AbstractTermStructureMonteCarloProduct) new InterestRateMonteCarloProductFactory(referenceDate).getProductFromDescriptor(descriptor.getUnderlyingSwap()); swaption = new Option(excercise, descriptor.getStrikeRate(), swap); } @Override public InterestRateSwaptionProductDescriptor getDescriptor() {