/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
forwardCurveName = physicalPremiumsATM.getForwardCurveName( ) ;
forwardCurveName = cashPayerPremiums.getForwardCurveName ( ) ;
this.sabrBeta = sabrBeta; this.correlationDecay = correlationDecay; this.iborOisDecorrelation = iborOisDecorrelation; fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule(); floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule(); discountCurveName = cashPayerPremiums.getDiscountCurveName(); <extra_id_0> } public SABRVolatilityCube build(final String name) throws SolverException { findInterpolationNodes(); makeSwapRateTable(); findPayerVolatilities(); findReceiverVolatilities();