QLNet.SwaptionVolatilityDiscrete.SwaptionVolatilityDiscrete C# (CSharp) Метод

        public SwaptionVolatilityDiscrete(List<Date> optionDates,
            List<Period> swapTenors,
            Date referenceDate,
            Calendar cal,
            BusinessDayConvention bdc,
            DayCounter dc)
            : base(referenceDate, cal, bdc, dc)
        {
            nOptionTenors_ = optionDates.Count ;
            optionTenors_ = new InitializedList<Period>(nOptionTenors_);
            optionDates_=optionDates;
            optionTimes_ = new InitializedList<double>(nOptionTenors_);
            optionDatesAsReal_ = new InitializedList<double>(nOptionTenors_);
            nSwapTenors_ = swapTenors.Count;
            swapTenors_=swapTenors;
            swapLengths_ = new InitializedList<double>(nSwapTenors_);

            checkOptionDates();
            initializeOptionTimes();

            checkSwapTenors();
            initializeSwapLengths();

            optionInterpolator_ = new LinearInterpolation(optionTimes_,
                                            optionTimes_.Count,
                                            optionDatesAsReal_);
            optionInterpolator_.update();
            optionInterpolator_.enableExtrapolation();
        }