/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final double receiverSmile = cashReceiverVolatilities.containsKey( maxIterations).getValue( maturity, termination) ;
final double receiverSmile = cashReceiverVolatilities.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)) { final double receiverATM = receiverATMTable.getValue(maturity, termination); <extra_id_0> maturitiesNegative.add(maturity); terminationsNegative.add(termination); physicalVolatilitiesNegative.add(receiverSmile - receiverATM + physicalATM); } } }