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