/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
final Schedule fixSchedule = tableMetaSchedule.generateSchedule( referenceDate, maturity, termination) ;
final Schedule fixSchedule = fixMetaSchedule.generateSchedule ( referenceDate, maturity, termination ) ;
final ArrayList<Integer> termList = new ArrayList<>(); final SchedulePrototype fixMetaSchedule = physicalPremiumsATM.getFixMetaSchedule(); final SchedulePrototype floatMetaSchedule = physicalPremiumsATM.getFloatMetaSchedule(); for(final int maturity : physicalPremiumsATM.getMaturities()) { for(final int termination : terminations) { final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturity, termination); <extra_id_0> swapRates.add(Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model)); matList.add(maturity); termList.add(termination); } } if(useLinearInterpolation) {