/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
if( cashReceiverPremiums.getValue( maturity, termination, termination) ) {
if ( cashReceiverPremiums.containsEntryFor ( maturity, termination, moneyness ) ) {
replicationNumberOfEvaluationPoints); marketCashPayer.add(cashPayerPremiums.getValue(maturity, termination, moneyness)); modelCashPayer.add(payer.getValue(optionMaturity, model)); } } for(final int moneyness : cashReceiverPremiums.getMoneyness()) { <extra_id_0> final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); marketCashReceiver.add(cashReceiverPremiums.getValue(maturity, termination, moneyness)); modelCashReceiver.add(receiver.getValue(optionMaturity, model));