/src/main/java/net/finmath/singleswaprate/model/volatilities/VolVolCube.java
this.periodLength = periodLength /schedule.getNumberOfPeriods( ) ;tenors[tenors.length -1] = schedule.getPeriodEnd( schedule.getNumberOfPeriods( ) -1) ;
tenors[tenors.length -1] = schedule.getPeriodEnd ( schedule.getNumberOfPeriods ( ) -1 ) ;
} this.periodLength = periodLength /schedule.getNumberOfPeriods(); final double[] tenors = new double[initialSwapRates.length]; for(int index = 0; index < tenors.length; index++) { tenors[index] = schedule.getPeriodStart(index); } <extra_id_0> rateInterpolator = new RationalFunctionInterpolation(tenors, initialSwapRates, InterpolationMethod.LINEAR, ExtrapolationMethod.DEFAULT); } @Override public double getValue(final VolatilityCubeModel model, final double termination, final double maturity, final double strike, final QuotingConvention quotingConvention) { final VolatilityCube cube = model.getVolatilityCube(referenceCubeName); final ExponentialCorrelationCurve correlation = new ExponentialCorrelationCurve(name, referenceDate, baseTermination, cube.getCorrelationDecay());