/src/main/java/net/finmath/singleswaprate/Utils.java
values.stream( ).mapToDouble( Double::doubleValue).toArray( ) ) ; moneynesss.stream( ).mapToInt( Integer::intValue).toArray( ) ,
moneynesss.stream ( ) .mapToInt ( Integer::intValue ) .toArray ( ) , values.stream ( ) .mapToDouble ( Double::doubleValue ) .toArray ( ) ) ;
} } } return new SwaptionDataLattice(referenceDate, quotingConvention, 0, forwardCurveName, discountCurveName, floatMetaSchedule, fixMetaSchedule, maturities.stream().mapToInt(Integer::intValue).toArray(), tenors.stream().mapToInt(Integer::intValue).toArray(), <extra_id_0> } public static SwaptionDataLattice shiftCashToPhysicalSmile(final VolatilityCubeModel model, final SwaptionDataLattice physicalSwaptions, final SwaptionDataLattice... cashSwaptions) { SwaptionDataLattice physicalLattice = physicalSwaptions.convertLattice(QuotingConvention.PAYERVOLATILITYNORMAL, model); for(final SwaptionDataLattice cashLatticeUnconverted : cashSwaptions) { final SwaptionDataLattice cashLattice = convertCashLatticeToNormalVolatility(cashLatticeUnconverted, model); final List<Integer> smileMoneynesss = new ArrayList<>();