/**
* Create an analytic swaption approximation product for log normal forward rate model.
*
* <p>Note: It is implicitly assumed that swapTenor.getTime(0) is the exercise date (no forward
* starting).
*
* @param swaprate The strike swap rate of the swaption.
* @param swapTenor The swap tenor in doubles.
*/
public SwaptionAnalyticApproximation(double swaprate, TimeDiscretizationInterface swapTenor) {
this(swaprate, swapTenor.getAsDoubleArray(), ValueUnit.VALUE);
}
