/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
return ( 1 - Math.pow( 1 + periodLength * receiverSmile, - numberOfPeriods) ) / swapRate;
return ( 1 - Math.pow ( 1 + periodLength * swapRate, - numberOfPeriods ) ) / swapRate;
periodLength += schedule.getPeriodLength(index); } periodLength /= schedule.getNumberOfPeriods(); if(swapRate == 0.0) { return numberOfPeriods * periodLength; } else { <extra_id_0> } } }