/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
SchedulePrototype fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule( ) ;
SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule ( ) ;
double strike; String mappingName; AnnuityMapping mapping; AnnuityMappingFactory factory; final Map<String, AnnuityMapping> container = new HashMap<>(); int index = 0; <extra_id_0> SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : payerSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(getForwardCurveName()), tempModel); strike = forwardSwapRate + swaption.moneyness;