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