/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
return calibrationProducts.toArray( new CalibrationProduct[calibrationProducts.size( ) ]) ;calibrationProducts.add( new CalibrationProduct( swaption, targetValue, 1.0) ) ;
calibrationProducts.add ( new CalibrationProduct ( swaption, targetValue, 1.0 ) ) ;
else { final AbstractTermStructureMonteCarloProduct swaption = new SwaptionSimple(swaprate, swapTenorTimes, SwaptionSimple.ValueUnit.VALUE); final double forwardSwaprate = Swap.getForwardSwapRate(swapTenor, swapTenor, forwardCurve); final double swapAnnuity = SwapAnnuity.getSwapAnnuity(swapTenor, forwardCurve); final double impliedVolatility = swaptionMarketData.getVolatility(exerciseDate, swapLength, swaptionMarketData.getSwapPeriodLength(), swaprate); final double targetValue = AnalyticFormulas.blackModelSwaptionValue(forwardSwaprate, impliedVolatility, exerciseDate, swaprate, swapAnnuity); <extra_id_0> } } } return calibrationProducts.toArray(new CalibrationProduct[calibrationProducts.size()]); } @Override