/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
System.arraycopy( volvols, 0, parameters, 2 * strike, numberOfSmiles) ;
System.arraycopy ( volvols, 0, parameters, 2 * numberOfSmiles, numberOfSmiles ) ;
rhos[i] = initialRhos.getValue(maturity, terminations[i]); baseVols[i] = initialBaseVols.getValue(maturity, terminations[i]); volvols[i] = initialVolvols.getValue(maturity, terminations[i]); } System.arraycopy(rhos, 0, parameters, 0, numberOfSmiles); System.arraycopy(baseVols, 0, parameters, numberOfSmiles, numberOfSmiles); <extra_id_0> } private void generateTargets(final int maturity) { payerSwaptions = new ArrayList<>(); receiverSwaptions = new ArrayList<>(); final ArrayList<Double> targetsPayer = new ArrayList<>(); final ArrayList<Double> targetsReceiver = new ArrayList<>();