/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
} count++;if( cashReceiverPremiums.containsEntryFor( maturity, termination, strike) ) {
if ( cashReceiverPremiums.containsEntryFor ( maturity, termination, strike ) ) { count++; }
for(final int strike : payerStrikes) { if(cashPayerPremiums.containsEntryFor(maturity, termination, strike)) { count++; } } for(final int strike : receiverStrikes) { <extra_id_0> } if(count > 1) { nodeMaturities.add(maturity); nodeTerminations.add(termination); nodeCardinalities.add((double) count); }