/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if( cashReceiverVolatilities.containsKey( strike) && cashReceiverVolatilities.get( strike).containsEntryFor( maturity, termination) ) {
if ( cashPayerVolatilities.containsKey ( strike ) && cashPayerVolatilities.get ( strike ) .containsEntryFor ( maturity, termination ) ) {
final ArrayList<Integer> maturitiesNegative = new ArrayList<>(); final ArrayList<Integer> terminationsNegative = new ArrayList<>(); final ArrayList<Double> physicalVolatilitiesNegative = new ArrayList<>(); for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { final double physicalATM = physicalATMTable.getValue(maturity, termination); <extra_id_0> final double payerATM = payerATMTable.getValue(maturity, termination); final double payerSmile = cashPayerVolatilities.get(strike).getValue(maturity, termination); maturitiesPositive.add(maturity); terminationsPositive.add(termination); physicalVolatilitiesPositive.add(payerSmile - payerATM + physicalATM); }