/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
AnnuityMappingFactory factory; AnnuityMapping mapping;String mappingName;
String mappingName; AnnuityMapping mapping; AnnuityMappingFactory factory;
final VolatilityCube cube = buildCube(tempCubeName, parameters); final VolatilityCubeModel tempModel = getModel().addVolatilityCube(cube); Schedule floatSchedule; Schedule fixSchedule; double forwardSwapRate; double strike; <extra_id_0> final Map<String, AnnuityMapping> container = new HashMap<>(); int index = 0; SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule(); SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : payerSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination);