/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
return factory.build( forwardCurveName) ;
return factory.build ( name ) ;
private int numberOfThreads = Runtime.getRuntime().availableProcessors(); public static SABRVolatilityCube createSABRVolatilityCube(final String name, final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalPremiumsATM, final AnalyticModel model, final double sabrDisplacement, final double sabrBeta, final double correlationDecay, final double iborOisDecorrelation) throws SolverException { final SABRShiftedSmileCalibration factory = new SABRShiftedSmileCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, sabrDisplacement, sabrBeta, correlationDecay, iborOisDecorrelation); <extra_id_0> } public static Map<Integer, DataTable> createVolatilityCubeLattice(final String name, final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalPremiumsATM, final AnalyticModel model) { final SABRShiftedSmileCalibration factory = new SABRShiftedSmileCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, 0, 0, 0, 0); try {