/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionATMMarketDataFromArray.java
this.forwardCurve = forwardCurve;this.discountCurve = discountCurve;
this.discountCurve = discountCurve;
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; <extra_id_0> optionMaturities = optionMatruities; this.tenor = tenor; this.swapPeriodLength = swapPeriodLength; this.impliedVolatilities = impliedVolatilities; } @Override