/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
for( final int moneyness : physicalPremiumsATM.getGridNodesPerMoneyness( ).keySet( ) ) {
for ( final int moneyness : cashReceiverPremiums.getGridNodesPerMoneyness ( ) .keySet ( ) ) {
for(final int moneyness : cashPayerPremiums.getGridNodesPerMoneyness().keySet()) { for(final int termination : cashPayerPremiums.getTenors(moneyness, maturity)) { payerSwaptions.add( new SwaptionInfo(moneyness, maturity, termination)); targetsPayer.add( cashPayerPremiums.getValue(maturity, termination, moneyness)); } } <extra_id_0> for(final int termination : cashReceiverPremiums.getTenors(moneyness, maturity)) { receiverSwaptions.add( new SwaptionInfo(-moneyness, maturity, termination)); targetsReceiver.add( cashReceiverPremiums.getValue(maturity, termination, moneyness)); } } final ArrayList<Double> targetsList = targetsPayer;