/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
for( short exerciseIndex=0; exerciseIndex<=optionMaturities.getNumberOfTimeSteps( ) ; exerciseIndex++) {
for ( int exerciseIndex=0; exerciseIndex<=optionMaturities.getNumberOfTimeSteps ( ) ; exerciseIndex++ ) {
return null; } final TimeDiscretization optionMaturities = swaptionMarketData.getOptionMaturities(); final TimeDiscretization tenor = swaptionMarketData.getTenor(); final double swapPeriodLength = swaptionMarketData.getSwapPeriodLength(); final ArrayList<CalibrationProduct> calibrationProducts = new ArrayList<>(); <extra_id_0> 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; }