/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionAnalyticApproximation.java
this( swaprate.getAsDoubleArray( ) , ValueUnit.VALUE) ;
this ( swaprate, swapTenor.getAsDoubleArray ( ) , ValueUnit.VALUE ) ;
private Map<String, double[]> cachedLogSwaprateDerivative; private WeakReference<TimeDiscretization> cachedLogSwaprateDerivativeTimeDiscretization; private WeakReference<DiscountCurve> cachedLogSwaprateDerivativeDiscountCurve; private WeakReference<ForwardCurve> cachedLogSwaprateDerivativeForwardCurve; private final Object cachedLogSwaprateDerivativeLock = new Object(); public SwaptionAnalyticApproximation(final double swaprate, final TimeDiscretization swapTenor) { <extra_id_0> } public SwaptionAnalyticApproximation(final double swaprate, final double[] swapTenor, final ValueUnit valueUnit) { super(); this.swaprate = swaprate; this.swapTenor = swapTenor; this.valueUnit = valueUnit;