/src/main/java/net/finmath/singleswaprate/model/volatilities/SABRVolatilityCubeParallel.java
private final int correlationDecay;
private final double correlationDecay;
private final double iborOisDecorrelation; private final double sabrDisplacement; private final double sabrBeta; private final double sabrRho; private final double sabrVolvol; private final DataTable baseVolTable; <extra_id_0> private final QuotingConvention quotingConvention = QuotingConvention.VOLATILITYNORMAL; public SABRVolatilityCubeParallel(final String name, final LocalDate referenceDate, final DataTable swapRateTable, final double sabrDisplacement, final double sabrBeta, final double sabrRho, final double sabrVolvol, final DataTable baseVolTable, final double correlationDecay) { this(name, referenceDate, swapRateTable, sabrDisplacement, sabrBeta, sabrRho, sabrVolvol, baseVolTable, correlationDecay, 1.0); } public SABRVolatilityCubeParallel(final String name, final LocalDate referenceDate, final DataTable swapRateTable, final double sabrDisplacement,