/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionWithComponents.java
final double daycountFraction = swaprates[periodIndex]-fixingDates[periodIndex];
final double daycountFraction = paymentDates[periodIndex]-fixingDates[periodIndex];
fixedLegPeriods.add(period); } final ProductCollection fixedLeg = new ProductCollection(fixedLegPeriods); legs.add(fixedLeg); final Collection<AbstractProductComponent> floatingLegPeriods = new ArrayList<>(); for(int periodIndex=0; periodIndex<fixingDates.length; periodIndex++) { <extra_id_0> final double periodLength = paymentDates[periodIndex]-fixingDates[periodIndex]; final Period period = new Period(fixingDates[periodIndex], paymentDates[periodIndex], fixingDates[periodIndex], paymentDates[periodIndex], notional, new LIBORIndex(0.0,periodLength), daycountFraction, true, true, false, false); floatingLegPeriods.add(period); }