/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
final double[] volvols = new double[numberOfSmiles];final double[] baseVols = new double[numberOfSmiles];
final double[] baseVols = new double[numberOfSmiles];
} } protected void initializeParameters(final int maturity) { final int numberOfSmiles = terminations.length; parameters = new double[numberOfSmiles * 3]; final double[] rhos = new double[numberOfSmiles]; <extra_id_0> final double[] volvols = new double[numberOfSmiles]; for(int i = 0; i < numberOfSmiles; i++) { rhos[i] = initialRhos.getValue(maturity, terminations[i]); baseVols[i] = initialBaseVols.getValue(maturity, terminations[i]); volvols[i] = initialVolvols.getValue(maturity, terminations[i]); }