/src/main/java/net/finmath/singleswaprate/Utils.java
final List<Integer> tenors = new ArrayList<>( ) ;final List<Double> smileVolatilities = new ArrayList<>( ) ;
final List<Double> smileVolatilities = new ArrayList<> ( ) ;
SwaptionDataLattice physicalLattice = physicalSwaptions.convertLattice(QuotingConvention.PAYERVOLATILITYNORMAL, model); for(final SwaptionDataLattice cashLatticeUnconverted : cashSwaptions) { final SwaptionDataLattice cashLattice = convertCashLatticeToNormalVolatility(cashLatticeUnconverted, model); final List<Integer> smileMoneynesss = new ArrayList<>(); final List<Integer> smileMaturities = new ArrayList<>(); final List<Integer> smileTerminations = new ArrayList<>(); <extra_id_0> for(final int moneyness : cashLattice.getMoneyness()) { if(moneyness == 0) { continue; } for(final int maturity : cashLattice.getMaturities(moneyness)) { for(final int termination : cashLattice.getTenors(moneyness, maturity)) {