/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
} return interpolationNodes;
return interpolationNodes; }
if(! interpolationNodes.containsEntryFor(maturity, termination)) { interpolationNodes = interpolationNodes.addPoint(maturity, termination, 1); } } } } <extra_id_0> private void findInitialParameters() throws SolverException { if(initialRhos == null || initialBaseVols == null || initialVolvols == null) { final SABRShiftedSmileCalibration preCalibration = new SABRShiftedSmileCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, displacement, beta, correlationDecay, iborOisDecorrelation); preCalibration.setCalibrationParameters(500, numberOfThreads);