/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionATMMarketDataFromArray.java
this.tenor = new TimeDiscretizationFromArray( tenor) ; this.optionMaturities = new TimeDiscretizationFromArray( optionMaturities) ;
this.optionMaturities = new TimeDiscretizationFromArray ( optionMaturities ) ; this.tenor = new TimeDiscretizationFromArray ( tenor ) ;
this.impliedVolatilities = impliedVolatilities; } public SwaptionATMMarketDataFromArray(final ForwardCurve forwardCurve, final DiscountCurve discountCurve, final double[] optionMaturities, final double[] tenor, final double swapPeriodLength, final double[][] impliedVolatilities) { super(); this.forwardCurve = forwardCurve; this.discountCurve = discountCurve; <extra_id_0> this.swapPeriodLength = swapPeriodLength; this.impliedVolatilities = impliedVolatilities; } public SwaptionATMMarketDataFromArray(final ForwardCurve forwardCurve, final DiscountCurve discountCurve, final TimeDiscretization optionMatruities, final TimeDiscretization tenor, final double swapPeriodLength, final double[][] impliedVolatilities) { super(); this.forwardCurve = forwardCurve;