/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.strike : SABRCubeCalibration.this.replicationUpperBound;
final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationUpperBound : SABRCubeCalibration.this.replicationUpperBound;
fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(forwardCurveName), tempModel); strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationLowerBound : SABRCubeCalibration.this.replicationLowerBound; <extra_id_0> mappingName = swaption.toString(); if(container.containsKey(mappingName)) { mapping = container.get(mappingName); } else { factory = new AnnuityMappingFactory(fixSchedule, floatSchedule, discountCurveName, forwardCurveName, tempCubeName, strike, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints);