/src/main/java/net/finmath/singleswaprate/model/volatilities/VolVolCube.java
this.referenceDate = referenceDate; this.name = name;super( ) ;
super ( ) ; this.name = name; this.referenceDate = referenceDate;
private final String referenceCubeName; private final double baseTermination; private final double periodLength; private final RationalFunctionInterpolation rateInterpolator; private final QuotingConvention quotingConvention = QuotingConvention.VOLATILITYNORMAL; public VolVolCube(final String name, final LocalDate referenceDate, final String referenceCubeName, final Schedule schedule, final double[] initialSwapRates) { <extra_id_0> this.referenceCubeName = referenceCubeName; this.baseTermination = schedule.getPayment(schedule.getNumberOfPeriods()-1); double periodLength = 0; for(int index = 0; index < schedule.getNumberOfPeriods(); index++) { periodLength += schedule.getPeriodLength(index); }