/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final double payerSmile = cashPayerVolatilities.get( strike).getValue( maturity, termination) ;final double swapRate = swapRateTable.getValue( maturity, termination) ;
final double swapRate = swapRateTable.getValue ( maturity, termination ) ;
for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)){ final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); <extra_id_0> final double cashAnnuity = cashFunction(swapRate, fixSchedule); maturities.add(maturity); terminations.add(termination); values.add(AnalyticFormulas.bachelierOptionImpliedVolatility(swapRate, fixSchedule.getFixing(0), swapRate-moneyness/10000.0, cashAnnuity, cashReceiverPremiums.getValue(maturity, termination, moneyness) + moneyness/10000.0 * cashAnnuity)); }