/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if ( cashReceiverPremiums.containsEntryFor( maturity, termination, moneyness) ) {   final LocalDate maturityDate = referenceDate.plusMonths( maturity) ;   final LocalDate terminationDate = maturityDate.plusMonths( termination) ;   final Schedule fixSchedule = fixMetaSchedule.generateSchedule( referenceDate, maturityDate, terminationDate) ;   final double swapRate = swapRateTable.getValue( maturity, termination) ;   final double cashAnnuity = cashFunction( swapRate, fixSchedule) ;   maturities.add( maturity) ;   terminations.add( termination) ;   values.add( bachelierOptionImpliedVolatility( swapRate, fixSchedule.getFixing( 0) , ( swapRate - ( moneyness / 10000.0) ) , cashAnnuity, ( ( cashReceiverPremiums.getValue( maturity, termination, moneyness) ) + ( ( moneyness / 10000.0) * cashAnnuity) ) ) ) ; }
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for(final int moneyness : cashPayerPremiums.getGridNodesPerMoneyness().keySet()) { final ArrayList<Integer> maturities = new ArrayList<>(); final ArrayList<Integer> terminations = new ArrayList<>(); final ArrayList<Double> values = new ArrayList<>(); for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { <extra_id_0> final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final double swapRate = swapRateTable.getValue(maturity, termination); final double cashAnnuity = cashFunction(swapRate, fixSchedule); maturities.add(maturity);