/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
super( fixSchedule, floatSchedule, forwardCurveName, volatilityCubeName) ;
super ( fixSchedule, floatSchedule, discountCurveName, forwardCurveName, volatilityCubeName ) ;
import net.finmath.time.Schedule; public class CashSettledReceiverSwaption extends AbstractSingleSwapRateProduct { private final double strike; private final AnnuityMappingType annuityMappingType; public CashSettledReceiverSwaption(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final String discountCurveName, final String forwardCurveName, final String volatilityCubeName, final AnnuityMappingType annuityMappingType) { <extra_id_0> this.strike = strike; this.annuityMappingType = annuityMappingType; } public CashSettledReceiverSwaption(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final String discountCurveName, final String forwardCurveName, final String volatilityCubeName, final AnnuityMappingType annuityMappingType, final double replicationLowerBound, final double replicationUpperBound, final int replicationNumberOfEvaluationPoints) {