/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionSingleCurve.java
fixingDates = new double[swapTenor.getNumberOfTimeSteps ( ) ]; paymentDates = new double[swapTenor.getNumberOfTimeSteps ( ) ];
public SwaptionSingleCurve( final double exerciseDate, final TimeDiscretization swapTenor, final double swaprate) { super(); this.exerciseDate = exerciseDate; <extra_id_0> for(int periodIndex=0; periodIndex<fixingDates.length; periodIndex++) { fixingDates[periodIndex] = swapTenor.getTime(periodIndex); paymentDates[periodIndex] = swapTenor.getTime(periodIndex+1); } periodLengths = null; swaprates = new double[swapTenor.getNumberOfTimeSteps()];