/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
this( referenceDate, quotingConvention, 0, fixMetaSchedule, discountCurveName, floatMetaSchedule, forwardCurveName) ;
this ( referenceDate, quotingConvention, 0, forwardCurveName, discountCurveName, floatMetaSchedule, fixMetaSchedule ) ;
private final Map<DataKey, Double> entryMap = new HashMap<>(); private transient Map<Integer, int[][]> keyMap; private transient Map<Pair<Integer, Integer>, int[]> reverseKeyMap; public SwaptionDataLattice(final LocalDate referenceDate, final QuotingConvention quotingConvention, final String forwardCurveName, final String discountCurveName, final SchedulePrototype floatMetaSchedule, final SchedulePrototype fixMetaSchedule, final double[] maturities, final double[] tenors, final double[] moneynesss, final double[] values) { <extra_id_0> for(int i = 0; i < maturities.length; i++) { entryMap.put(new DataKey(maturities[i], tenors[i], moneynesss[i]), values[i]); } } public SwaptionDataLattice(final LocalDate referenceDate, final QuotingConvention quotingConvention, final String forwardCurveName, final String discountCurveName, final SchedulePrototype floatMetaSchedule, final SchedulePrototype fixMetaSchedule,