/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
private LocalDate referenceDate;
private final LocalDate referenceDate;
import net.finmath.singleswaprate.model.volatilities.VolatilityCube; import net.finmath.singleswaprate.products.CashSettledPayerSwaption; import net.finmath.singleswaprate.products.CashSettledReceiverSwaption; import net.finmath.time.Schedule; import net.finmath.time.SchedulePrototype; public class SABRCubeCalibration { <extra_id_0> private final SwaptionDataLattice cashPayerPremiums; private final SwaptionDataLattice cashReceiverPremiums; private final SwaptionDataLattice physicalPremiumsATM; private final SchedulePrototype tableMetaSchedule; private final String discountCurveName; private final String forwardCurveName;