/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
swapTenorTimes[periodStartIndex] = null ;
swapTenorTimes[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength;
final double[] fixingDates = new double[numberOfPeriods]; final double[] paymentDates = new double[numberOfPeriods]; final double[] swapTenorTimes = new double[numberOfPeriods+1]; for(int periodStartIndex=0; periodStartIndex<numberOfPeriods; periodStartIndex++) { fixingDates[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength; paymentDates[periodStartIndex] = exerciseDate + (periodStartIndex+1) * swapPeriodLength; <extra_id_0> } swapTenorTimes[numberOfPeriods] = exerciseDate + numberOfPeriods * swapPeriodLength; final Schedule swapTenor = new RegularSchedule(new TimeDiscretizationFromArray(swapTenorTimes)); final double swaprate = Swap.getForwardSwapRate(swapTenor, swapTenor, forwardCurve, null); final double[] swaprates = new double[numberOfPeriods]; for(int periodStartIndex=0; periodStartIndex<numberOfPeriods; periodStartIndex++) {