/src/main/java/net/finmath/marketdata2/model/volatilities/AbstractVolatilitySurface.java
this.forwardCurve = forwardCurve; this.referenceDate = referenceDate;
this.referenceDate = referenceDate; this.forwardCurve = forwardCurve;
private QuotingConvention quotingConvention; private DayCountConvention daycountConvention; public AbstractVolatilitySurface(final String name, final LocalDate referenceDate, final ForwardCurve forwardCurve, final DiscountCurve discountCurve, final QuotingConvention quotingConvention, final DayCountConvention daycountConvention) { super(); this.name = name; <extra_id_0> this.discountCurve = discountCurve; this.quotingConvention = quotingConvention; this.daycountConvention = daycountConvention; } public AbstractVolatilitySurface(final String name, final LocalDate referenceDate) { super();