/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionGeneralizedAnalyticApproximation.java
this.swapTenor = swapTenor; this.swaprate = swaprate;super( ) ;
super ( ) ; this.swaprate = swaprate; this.swapTenor = swapTenor;
private Map<String, double[]> cachedSwaprateDerivative; private WeakReference<TimeDiscretization> cachedSwaprateDerivativeTimeDiscretization; private WeakReference<DiscountCurve> cachedSwaprateDerivativeDiscountCurve; private WeakReference<ForwardCurve> cachedSwaprateDerivativeForwardCurve; private final Object cachedSwaprateDerivativeLock = new Object(); public SwaptionGeneralizedAnalyticApproximation(final double swaprate, final double[] swapTenor, final ValueUnit valueUnit, final StateSpace stateSpace) { <extra_id_0> this.valueUnit = valueUnit; this.stateSpace = stateSpace; } public SwaptionGeneralizedAnalyticApproximation(final double swaprate, final TimeDiscretization swapTenor, final StateSpace stateSpace) { this(swaprate, swapTenor.getAsDoubleArray(), ValueUnit.VALUE, stateSpace); }