// Creates swaption
final SwapFixedIborDefinition swapDefinition = SwapFixedIborDefinition.from(SETTLEMENT_DATE, CMS_INDEX, NOTIONAL, RATE, FIXED_IS_PAYER, CALENDAR);
final SwapFixedIborDefinition[] swapExpiryDefinition = new SwapFixedIborDefinition[NB_EXPIRY];
for (int loopexp = 0; loopexp < NB_EXPIRY; loopexp++) {
swapExpiryDefinition[loopexp] = swapDefinition.trimStart(EXPIRY_DATE[loopexp]);
}
final SwaptionBermudaFixedIborDefinition swaptionBermudaDefinition = new SwaptionBermudaFixedIborDefinition(swapExpiryDefinition, IS_LONG, EXPIRY_DATE);
final SwaptionBermudaFixedIbor swaptionBermuda = swaptionBermudaDefinition.toDerivative(REFERENCE_DATE, CURVES_NAME);
// Loop for pricing