/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
v p parSwapRate, values[i], sabrMaturity) ;
v p parSwapRate, marketStrikes[i], sabrMaturity ) ;
@Override public void setValues(final double[] parameters, final double[] values) { parameters[0] = Math.max(parameters[0], 0); parameters[1] = Math.max(parameters[1], 0); parameters[2] = Math.max(Math.min(parameters[2], 1), -1); for(int i = 0; i < marketStrikes.length; i++) { <extra_id_0> } } }; optimizer.run(); final double[] parameters = optimizer.getBestFitParameters(); maturities.add(maturity);