/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
if( liborPeriodDiscretization.getTimeIndex( exerciseDate+swapLength) || <= liborPeriodDiscretization.getTimeIndex( exerciseDate) ) {
if ( liborPeriodDiscretization.getTimeIndex ( exerciseDate+swapLength ) <= liborPeriodDiscretization.getTimeIndex ( exerciseDate ) ) {
for(int tenorIndex=0; tenorIndex<=tenor.getNumberOfTimeSteps()-exerciseIndex; tenorIndex++) { final double exerciseDate = optionMaturities.getTime(exerciseIndex); final double swapLength = tenor.getTime(tenorIndex); if(liborPeriodDiscretization.getTimeIndex(exerciseDate) < 0) { continue; } <extra_id_0> continue; } final int numberOfPeriods = (int)(swapLength / swapPeriodLength); final double[] fixingDates = new double[numberOfPeriods]; final double[] paymentDates = new double[numberOfPeriods]; final double[] swapTenorTimes = new double[numberOfPeriods+1];