/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
volvolTable = volvolTable.addPoints( terminations, terminations, volvols) ;
volvolTable = volvolTable.addPoints ( maturities, terminations, volvols ) ;
Arrays.fill(maturities, currentMaturity); final double[] rhos = Arrays.copyOf(parameters, numberOfSmiles); final double[] baseVols = Arrays.copyOfRange(parameters, numberOfSmiles, numberOfSmiles * 2); final double[] volvols = Arrays.copyOfRange(parameters, numberOfSmiles * 2, numberOfSmiles * 3); rhoTable = rhoTable.addPoints(maturities, terminations, rhos); baseVolTable = baseVolTable.addPoints(maturities, terminations, baseVols); <extra_id_0> } private void runOptimization() throws SolverException { final LevenbergMarquardt optimizer = new LevenbergMarquardt(parameters, marketTargets, maxIterations, numberOfThreads) { private static final long serialVersionUID = -264612909413575260L; @Override public void setValues(double[] parameters, final double[] values) {