/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
private float replicationLowerBound;
private final double replicationLowerBound;
private final SchedulePrototype fixMetaSchedule; private final SchedulePrototype floatMetaSchedule; private final AnnuityMappingType annuityMappingType; private final String discountCurveName; private final String forwardCurveName; private final String volatilityCubeName; <extra_id_0> private final double replicationUpperBound; private final int replicationNumberOfEvaluationPoints; private final SwaptionDataLattice physicalPremiumsATM; private final SwaptionDataLattice cashPayerPremiums; private final SwaptionDataLattice cashReceiverPremiums; private double[] marketCash;