/src/main/java/net/finmath/montecarlo/interestrate/products/indices/LIBORIndex.java
this.paymentBusinessdayCalendar = paymentBusinessdayCalendar; this.paymentOffsetCode = paymentOffsetCode;super( name, currency) ;
super ( name, currency ) ; this.paymentOffsetCode = paymentOffsetCode; this.paymentBusinessdayCalendar = paymentBusinessdayCalendar;
private final BusinessdayCalendar paymentBusinessdayCalendar; private final BusinessdayCalendar.DateRollConvention paymentDateRollConvention; private final double periodStartOffset; private final double periodLength; public LIBORIndex(final String name, final String currency, final String paymentOffsetCode, final BusinessdayCalendar paymentBusinessdayCalendar, final DateRollConvention paymentDateRollConvention) { <extra_id_0> this.paymentDateRollConvention = paymentDateRollConvention; periodStartOffset = 0.0; periodLength = Double.NaN; } public LIBORIndex(final String name, final double periodStartOffset, final double periodLength) { super(name, null);