/src/main/java/net/finmath/montecarlo/interestrate/models/LIBORMarketModelStandard.java
final double[] swapTenorTimes  = new double[numberOfPeriods+1];final double[] fixingDates   = new double[numberOfPeriods];
final double[] fixingDates  = new double[numberOfPeriods];
continue; } if(liborPeriodDiscretization.getTimeIndex(exerciseDate+swapLength) <= liborPeriodDiscretization.getTimeIndex(exerciseDate)) { continue; } final int numberOfPeriods = (int)(swapLength / swapPeriodLength); <extra_id_0> final double[] paymentDates = new double[numberOfPeriods]; final double[] swapTenorTimes = new double[numberOfPeriods+1]; for(int periodStartIndex=0; periodStartIndex<numberOfPeriods; periodStartIndex++) { fixingDates[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength; paymentDates[periodStartIndex] = exerciseDate + (periodStartIndex+1) * swapPeriodLength; swapTenorTimes[periodStartIndex] = exerciseDate + periodStartIndex * swapPeriodLength;