/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final ArrayList<Double> modelCashReceiver = new ArrayList<>( ) ; final ArrayList<Double> modelCashPayer = new ArrayList<>( ) ;
final ArrayList<Double> modelCashPayer = new ArrayList<> ( ) ; final ArrayList<Double> modelCashReceiver = new ArrayList<> ( ) ;
marketCash = marketCashPayer.stream().mapToDouble(Double::doubleValue).toArray(); modelCash = modelCashPayer.stream().mapToDouble(Double::doubleValue).toArray(); } private void evaluateTenor(final int maturity, final int termination, final VolatilityCubeModel model) { final ArrayList<Double> marketCashPayer = new ArrayList<>(); final ArrayList<Double> marketCashReceiver = new ArrayList<>(); <extra_id_0> final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturity, termination); final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturity, termination); final double optionMaturity = fixSchedule.getFixing(0); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); for(final int moneyness : cashPayerPremiums.getMoneyness()) { if(cashPayerPremiums.containsEntryFor(maturity, termination, moneyness)) {