/src/main/java/net/finmath/parser/CSVSwaptionParser.java
if( tenors != null) {
if ( ( maturities != null && ! maturities.contains ( maturity ) ) || ( tenors != null && tenors.contains ( tenor ) ) ) {
final String maturity = inputs[8].toUpperCase(); final String tenor = tokens[6].toUpperCase(); final int moneyness = (int) Double.parseDouble(inputs[4]); if(! (tokens[1].equalsIgnoreCase(currency) && tokens[2].equalsIgnoreCase(index) && tokens[3].equalsIgnoreCase(swaptionCode) && moneyness != 0)) { continue; } <extra_id_0> continue; } codes.add(maturity + tenor); moneynesss.add(moneyness); values.add(Double.parseDouble(inputs[9]) * fileQuotingUnit); }