Price Swaptions with Interest-Rate Models Using Simulation

Hi everyone,

I have a quick question about one step of the code about swaption pricing using Hull White Model and simulation.

This is the lnk of this code page: matlab code example page

Or you can paste the link:

https://www.mathworks.com/help/fininst/price-bermudan-swaptions-with-different-interest-rate-models.html

The question is, in the Simulate Interest-Rate Paths Using the Hull-White One-Factor Model section, Why "11-Aug-2015" is used in the code? I really have no idea about this, please tell me the logic or give me a hint, it would be super helpful for my paper!Thanks in advance.

TimeSpec = hwtimespec(Settle,daysadd(Settle,360*(1:11),1), 2);

HW1Fobjfun = @(x) SwaptionBlackPrices(relidx) - ...

swaptionbyhw(hwtree(hwvolspec(Settle,'11-Aug-2015',x(2),'11-Aug-2015',x(1)), RateSpec, TimeSpec), 'call', SwaptionStrike(relidx),...

EurExDatesFull(relidx), 0, EurExDatesFull(relidx), EurMatFull(relidx));

options = optimset('disp','iter','MaxFunEvals',1000,'TolFun',1e-5);