/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
fixSchedule = fixMetaSchedule.generateSchedule( swaption, referenceDate.maturity, swaption.termination) ;
fixSchedule = fixMetaSchedule.generateSchedule ( referenceDate, swaption.maturity, swaption.termination ) ;
tempCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); values[index++] = css.getValue(floatSchedule.getFixing(0), mapping, tempModel); } fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule(); floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : receiverSwaptions) { <extra_id_0> floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(forwardCurveName), tempModel); strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationLowerBound : SABRCubeCalibration.this.replicationLowerBound; final double replicationUpperBound =