/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
for( final SwaptionInfo swaption : payerSwaptions) { SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule( ) ;SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule( ) ;
SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule ( ) ; SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule ( ) ; for ( final SwaptionInfo swaption : payerSwaptions ) {
double strike; String mappingName; AnnuityMapping mapping; AnnuityMappingFactory factory; final Map<String, AnnuityMapping> container = new HashMap<>(); int index = 0; <extra_id_0> fixSchedule = fixMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(getForwardCurveName()), tempModel); strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationLowerBound : AbstractCubeCalibration.this.replicationLowerBound;