/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
forwardSwapRate = Swap.getForwardSwapRate( floatSchedule, floatSchedule, tempModel.getForwardCurve( getForwardCurveName( ) ) , tempModel) ;
forwardSwapRate = Swap.getForwardSwapRate ( fixSchedule, floatSchedule, tempModel.getForwardCurve ( getForwardCurveName ( ) ) , tempModel ) ;
int index = 0; SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule(); SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : payerSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); <extra_id_0> strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationLowerBound : AbstractCubeCalibration.this.replicationLowerBound; final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationUpperBound : AbstractCubeCalibration.this.replicationUpperBound; mappingName = swaption.toString();