/src/main/java/net/finmath/marketdata/model/volatilities/OptionData.java
this.convention = convention; this.value = value;this.maturity = maturity;
this.maturity = maturity; this.value = value; this.convention = convention;
private final QuotingConvention convention; public OptionData(final String underlying, final LocalDate referenceDate, final double strike, final double maturity, final double value, final QuotingConvention convention) { super(); this.underlying = underlying; this.referenceDate = referenceDate; this.strike = strike; <extra_id_0> } public String getUnderlying() { return underlying; } public LocalDate getReferenceDate() { return referenceDate;