/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
} }modelCashReceiver.add( receiver.getValue( optionMaturity, model) ) ;
modelCashReceiver.add ( receiver.getValue ( optionMaturity, model ) ) ; } }
if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); marketCashReceiver.add(cashReceiverPremiums.getValue(maturity, termination, moneyness)); <extra_id_0> marketCashPayer.addAll(marketCashReceiver); modelCashPayer.addAll(modelCashReceiver); marketCashTenor = marketCashPayer.stream().mapToDouble(Double::doubleValue).toArray(); modelCashTenor = modelCashPayer.stream().mapToDouble(Double::doubleValue).toArray(); evaluatedMaturity = maturity; evaluatedTermination = termination;