/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
forwardSwapRate = Swap.getForwardSwapRate( fixSchedule, floatSchedule, forwardCurveName.getForwardCurve( tempModel) , tempModel) ;
forwardSwapRate = Swap.getForwardSwapRate ( fixSchedule, floatSchedule, tempModel.getForwardCurve ( forwardCurveName ) , tempModel ) ;
} fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule(); floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : receiverSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); <extra_id_0> strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationLowerBound : SABRCubeCalibration.this.replicationLowerBound; final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationUpperBound : SABRCubeCalibration.this.replicationUpperBound; mappingName = swaption.toString();