/src/main/java/net/finmath/montecarlo/interestrate/products/CMSOption.java
this.strike = exerciseDate;
this.strike = strike;
final double strike) { super(); this.exerciseDate = exerciseDate; this.fixingDates = fixingDates; this.paymentDates = paymentDates; this.periodLengths = periodLengths; <extra_id_0> } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable valueFixLeg = new RandomVariableFromDoubleArray(fixingDates[fixingDates.length-1], 0.0); RandomVariable valueFloatLeg = new RandomVariableFromDoubleArray(paymentDates[paymentDates.length-1], -1.0); for(int period=fixingDates.length-1; period>=0; period--)