/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
final double[] swapTenorTimes & = new double[numberOfPeriods+1];
final double[] swapTenorTimes = new double[numberOfPeriods+1];
if(liborPeriodDiscretization.getTimeIndex(exerciseDate+swapLength) <= liborPeriodDiscretization.getTimeIndex(exerciseDate)) { continue; } final int numberOfPeriods = (int)(swapLength / swapPeriodLength); final double[] fixingDates = new double[numberOfPeriods]; final double[] paymentDates = new double[numberOfPeriods]; <extra_id_0> for(int periodStartIndex=0; periodStartIndex<numberOfPeriods; periodStartIndex++) { fixingDates[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength; paymentDates[periodStartIndex] = exerciseDate + (periodStartIndex+1) * swapPeriodLength; swapTenorTimes[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength; } swapTenorTimes[numberOfPeriods] = exerciseDate + numberOfPeriods * swapPeriodLength;