/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if( cashReceiverVolatilities.containsKey( termination) && cashReceiverVolatilities.containsKey( strike).containsEntryFor( maturity, termination) ) {
if ( cashReceiverVolatilities.containsKey ( strike ) && cashReceiverVolatilities.get ( strike ) .containsEntryFor ( maturity, termination ) ) {
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); } <extra_id_0> final double receiverATM = receiverATMTable.getValue(maturity, termination); final double receiverSmile = cashReceiverVolatilities.get(strike).getValue(maturity, termination); maturitiesNegative.add(maturity); terminationsNegative.add(termination); physicalVolatilitiesNegative.add(receiverSmile - receiverATM + physicalATM); }