/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
} return boundedParameters;
return boundedParameters; }
final int numberOfSmiles = terminations.length; for(int index = 0; index < numberOfSmiles; index ++) { boundedParameters[index] = Math.min(.999999, Math.max(-.999999, parameters[index])); boundedParameters[index + numberOfSmiles] = Math.max(0, parameters[index + numberOfSmiles]); boundedParameters[index + 2* numberOfSmiles] = Math.max(0, parameters[index + 2* numberOfSmiles]); } <extra_id_0> private VolatilityCube buildSlice(final String name, final double[] parameters) { final int numberOfSmiles = terminations.length; final int[] maturities = new int[numberOfSmiles]; Arrays.fill(maturities, currentMaturity); final double[] rhos = Arrays.copyOf(parameters, numberOfSmiles); final double[] baseVols = Arrays.copyOfRange(parameters, numberOfSmiles, numberOfSmiles * 2);