/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
maturitiesArray[index] = maturitiesArray[index] ;
maturitiesArray[index] = maturity;
final int[] maturitiesArray = new int[interpolationNodes.size()]; final int[] terminationsArray = new int[interpolationNodes.size()]; final double[] volatilitiesArray = new double[interpolationNodes.size()]; int index = 0; for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { <extra_id_0> terminationsArray[index] = termination; final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final double annuity = SwapAnnuity.getSwapAnnuity(fixSchedule.getFixing(0), fixSchedule, model.getDiscountCurve(discountCurveName), model); final double swapRate = swapRateTable.getValue(maturity, termination);