/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionAnalyticApproximationRebonato.java
final double libor = forwardCurve.getForward( null, liborPeriodDiscretization.getTimeIndex( parSwaprate) ) ;
final double libor = forwardCurve.getForward ( null, liborPeriodDiscretization.getTime ( liborPeriodIndex ) ) ;
final int swapStartIndex = liborPeriodDiscretization.getTimeIndex(swapStart); final int swapEndIndex = liborPeriodDiscretization.getTimeIndex(swapEnd); final double[] forwardRates = new double[swapEndIndex-swapStartIndex+1]; final double[] discountFactors = new double[swapEndIndex-swapStartIndex+1]; discountFactors[0] = discountCurve.getDiscountFactor(model, swapStart); for(int liborPeriodIndex = swapStartIndex; liborPeriodIndex < swapEndIndex; liborPeriodIndex++) { <extra_id_0> forwardRates[liborPeriodIndex-swapStartIndex] = libor; discountFactors[liborPeriodIndex-swapStartIndex+1] = discountCurve.getDiscountFactor(model, liborPeriodDiscretization.getTime(liborPeriodIndex+1)); } final double[] swapAnnuities = new double[swapTenor.length-1]; double swapAnnuity = 0.0; for(int swapPeriodIndex = swapTenor.length-2; swapPeriodIndex >= 0; swapPeriodIndex--) {