/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if( physicalVolatilities.get( moneyness).containsEntryFor( maturity, numberOfThreads) ) {
if ( physicalVolatilities.get ( moneyness ) .containsEntryFor ( maturity, termination ) ) {
for(final int termination : terminationArray) { final double parSwapRate = swapRateTable.getValue(maturity, termination); final double sabrMaturity = floatMetaSchedule.generateSchedule(referenceDate, referenceDate.plusMonths(maturity), referenceDate.plusMonths(maturity+termination)).getFixing(0); int count = 0; for(final int moneyness : physicalVolatilities.keySet()) { <extra_id_0> count++; } } final double[] marketStrikes = new double[count]; final double[] marketVolatilities = new double[count]; index = 0;