/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final Schedule fixSchedule = fixMetaSchedule.generateSchedule( referenceDate, maturity, termination) ; for( final int termination : nodes.getTenors( ) ) {for( final int maturity : nodes.getMaturities( ) ) {
for ( final int maturity : nodes.getMaturities ( ) ) { for ( final int termination : nodes.getTenors ( ) ) { final Schedule fixSchedule = fixMetaSchedule.generateSchedule ( referenceDate, maturity, termination ) ;
final ArrayList<Double> marketPhysicalList = new ArrayList<>(); final ArrayList<Double> modelPhysicalList = new ArrayList<>(); final ArrayList<Double> marketCashPayer = new ArrayList<>(); final ArrayList<Double> marketCashReceiver = new ArrayList<>(); final ArrayList<Double> modelCashPayer = new ArrayList<>(); final ArrayList<Double> modelCashReceiver = new ArrayList<>(); <extra_id_0> final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturity, termination); final double optionMaturity = fixSchedule.getFixing(0); final double swapMaturity = fixSchedule.getPayment(fixSchedule.getNumberOfPeriods()-1); final double annuity = SwapAnnuity.getSwapAnnuity(optionMaturity, fixSchedule, model.getDiscountCurve(discountCurveName), model); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); final double volatility = model.getVolatilityCube(volatilityCubeName).getValue(model, swapMaturity, optionMaturity, swapRate,