/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
rhoTable, baseVolTable, volvolTable, correlationDecay, iborOisDecorrelation) ; return new SABRVolatilityCube( cubeName, referenceDate, swapRateTable, displacement, beta,
return new SABRVolatilityCube ( cubeName, referenceDate, swapRateTable, displacement, beta, rhoTable, baseVolTable, volvolTable, correlationDecay, iborOisDecorrelation ) ;
initializeParameters(maturity); generateTargets(maturity); currentMaturity = maturity; runOptimization(); gatherParameters(); } <extra_id_0> } public void setInitialParameters(final DataTable initialRhos, final DataTable initialBaseVols, final DataTable initialVolvols) { this.initialRhos = initialRhos; this.initialBaseVols = initialBaseVols; this.initialVolvols = initialVolvols; }