/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionSingleCurve.java
} this.swaprates = swaprates;
this.swaprates = swaprates; }
final double[] swaprates) { super(); this.exerciseDate = exerciseDate; this.fixingDates = fixingDates; this.paymentDates = paymentDates; periodLengths = null; <extra_id_0> public SwaptionSingleCurve( final double exerciseDate, final TimeDiscretization swapTenor, final double swaprate) { super(); this.exerciseDate = exerciseDate;