/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final double payerATM = payerATMTable.getValue( maturity, termination) ;final double receiverATM = receiverATMTable.getValue( maturity, termination) ;
final double receiverATM = receiverATMTable.getValue ( maturity, termination ) ;
final double payerSmile = cashPayerVolatilities.get(strike).getValue(maturity, termination); maturitiesPositive.add(maturity); terminationsPositive.add(termination); physicalVolatilitiesPositive.add(payerSmile - payerATM + physicalATM); } if(cashReceiverVolatilities.containsKey(strike) && cashReceiverVolatilities.get(strike).containsEntryFor(maturity, termination)) { <extra_id_0> final double receiverSmile = cashReceiverVolatilities.get(strike).getValue(maturity, termination); maturitiesNegative.add(maturity); terminationsNegative.add(termination); physicalVolatilitiesNegative.add(receiverSmile - receiverATM + physicalATM); } }