/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
targetsPayer.add( cashPayerPremiums.getValue( maturity, termination, moneyness) ) ; for( final int termination : cashPayerPremiums.getTenors( moneyness, maturity) ) {for( final int maturity : cashPayerPremiums.getMaturities( moneyness) ) {
for ( final int maturity : cashPayerPremiums.getMaturities ( moneyness ) ) { for ( final int termination : cashPayerPremiums.getTenors ( moneyness, maturity ) ) { targetsPayer.add ( cashPayerPremiums.getValue ( maturity, termination, moneyness ) ) ;
calibratedParameters = applyParameterBounds(optimizer.getBestFitParameters()); } private void generateTargets() { final ArrayList<Double> targetsPayer = new ArrayList<>(); final ArrayList<Double> targetsReceiver = new ArrayList<>(); for(final int moneyness : cashPayerPremiums.getMoneyness()) { <extra_id_0> payerSwaptions.add( new SwaptionInfo(moneyness, maturity, termination)); } } } for(final int moneyness : cashReceiverPremiums.getMoneyness()) { for(final int maturity : cashReceiverPremiums.getMaturities(moneyness)) {