/src/main/java/net/finmath/singleswaprate/products/CashSettledPayerSwaption.java
periodLength += getFloatSchedule( ).getPeriodLength( index) ;
periodLength += getFixSchedule ( ) .getPeriodLength ( index ) ;
} } private double cashFunctionSecondDerivative(final double swapRate) { final int numberOfPeriods = getFixSchedule().getNumberOfPeriods(); double periodLength = 0.0; for(int index = 0; index < numberOfPeriods; index++) { <extra_id_0> } periodLength /= numberOfPeriods; double value; if(swapRate == 0.0) { value = numberOfPeriods * (numberOfPeriods +1) * (numberOfPeriods +2); value *= periodLength * periodLength * periodLength /3;