/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
for( int i = 0; i < tenorsInMonths.length; i++) {
for ( int i = 0; i < maturitiesInMonths.length; i++ ) {
entryMap.put(new DataKey(tenorCodes[i], moneynessBP[i]), values[i]); } } public SwaptionDataLattice(final LocalDate referenceDate, final QuotingConvention quotingConvention, final double displacement, final String forwardCurveName, final String discountCurveName, final SchedulePrototype floatMetaSchedule, final SchedulePrototype fixMetaSchedule, final int[] maturitiesInMonths, final int[] tenorsInMonths, final int[] moneynessBP, final double[] values) { this(referenceDate, quotingConvention, displacement, forwardCurveName, discountCurveName, floatMetaSchedule, fixMetaSchedule); <extra_id_0> entryMap.put(new DataKey(maturitiesInMonths[i], tenorsInMonths[i], moneynessBP[i]), values[i]); } } public SwaptionDataLattice(final LocalDate referenceDate, final QuotingConvention quotingConvention, final double displacement, final String forwardCurveName, final String discountCurveName, final SchedulePrototype floatMetaSchedule, final SchedulePrototype fixMetaSchedule, final double[] maturities, final double[] tenors, final double[] moneynesss, final double[] values) { this(referenceDate, quotingConvention, displacement, forwardCurveName, discountCurveName, floatMetaSchedule, fixMetaSchedule);