/src/main/java/net/finmath/singleswaprate/data/DataTableInterpolated.java
values[i++] = baseTable.getValue( termination, maturity) ;
values[i++] = baseTable.getValue ( maturity, termination ) ;
final double[] values = new double[baseTable.size()]; int i = 0; for(final int maturity : baseTable.getMaturities()) { for(final int termination : baseTable.getTerminationsForMaturity(maturity)) { maturities[i] = maturity; terminations[i] = termination; <extra_id_0> } } return new DataTableInterpolated(baseTable.getName(), baseTable.getConvention(), baseTable.getReferenceDate(), baseTable.getScheduleMetaData(), maturities, terminations, values); } private static final BivariateGridInterpolator interpolator = new PiecewiseBicubicSplineInterpolator();