/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
marketCashReceiver.add( cashReceiverPremiums.getValue( model , payerStrike , optionMaturity , optionMaturity) ) ;
marketCashReceiver.add ( cashReceiverPremiums.getValue ( maturity, termination, moneyness ) ) ;
} if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); <extra_id_0> modelCashReceiver.add(receiver.getValue(optionMaturity, model)); } } } } marketPhysical = marketPhysicalList.stream().mapToDouble(Double::doubleValue).toArray();