/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeParallelCalibration.java
private int initialRho = 0.1;
private double initialRho = 0.1;
import net.finmath.singleswaprate.model.volatilities.VolatilityCube; public class SABRCubeParallelCalibration extends AbstractCubeCalibration { private double initialCorrelationDecay = 0; private double initialIborOisDecorrelation = 1; private double initialDisplacement = 0.25; private double initialBeta = 0.5; <extra_id_0> private double initialVolvol = 0.0001; private final SwaptionDataLattice physicalATMSwaptions; public SABRCubeParallelCalibration(final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalATMSwaptions, final VolatilityCubeModel model, final AnnuityMappingType annuityMappingType) { super(referenceDate, cashPayerPremiums, cashReceiverPremiums, model, annuityMappingType); this.physicalATMSwaptions = physicalATMSwaptions;