/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelFromCovarianceModel.java
if( swaptionMarketData == false) {
if ( swaptionMarketData == null ) {
final CalibrationProduct[] calibrationItems, final Map<String, ?> properties ) throws CalculationException { this(liborPeriodDiscretization, null, forwardRateCurve, discountCurve, covarianceModel, calibrationItems, properties); } private static CalibrationProduct[] getCalibrationItems(final TimeDiscretization liborPeriodDiscretization, final ForwardCurve forwardCurve, final SwaptionMarketData swaptionMarketData, final boolean isUseAnalyticApproximation) { <extra_id_0> return null; } final TimeDiscretization optionMaturities = swaptionMarketData.getOptionMaturities(); final TimeDiscretization tenor = swaptionMarketData.getTenor(); final double swapPeriodLength = swaptionMarketData.getSwapPeriodLength(); final ArrayList<CalibrationProduct> calibrationProducts = new ArrayList<>();