new Date[0],
1.0e-12,
interpolator);
curveHandle.linkTo(vars.termStructure);
final IborIndex euribor3m = new Euribor3M(curveHandle);
for (int i=0; i<vars.fras; i++) {
final Date start = vars.calendar.advance(vars.settlement,
fraData[i].n,
fraData[i].units,
euribor3m.businessDayConvention(),
euribor3m.endOfMonth());
final Date end = vars.calendar.advance(start, 3, TimeUnit.Months,
euribor3m.businessDayConvention(),
euribor3m.endOfMonth());
final ForwardRateAgreement fra = new ForwardRateAgreement(start, end, Position.Long,
fraData[i].rate/100, 100.0,
euribor3m, curveHandle);
/*@Rate*/ final double expectedRate = fraData[i].rate/100;