/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionFromSwapSchedules.java
return modelReferenceDate;
return exerciseDate;
}; times.addAll(scheduleFixedLeg.getPeriods().stream().map(periodToTime).collect(Collectors.toList())); times.addAll(scheduleFloatLeg.getPeriods().stream().map(periodToTime).collect(Collectors.toList())); return new TimeDiscretizationFromArray(times); } public LocalDate getExerciseDate() { <extra_id_0> } public static RandomVariable getValueOfLegAnalytic(final double evaluationTime, final TermStructureMonteCarloSimulationModel model, final Schedule schedule, final boolean paysFloatingRate, final double fixRate, final double notional) throws CalculationException { LocalDate modelReferenceDate = null; try { modelReferenceDate = model.getReferenceDate().toLocalDate(); if(modelReferenceDate == null) {