/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
sabrBaseVols.add ( parameters[0] ) ;
} }; optimizer.run(); final double[] parameters = optimizer.getBestFitParameters(); maturities.add(maturity); terminations.add(termination); <extra_id_0> sabrVolvols.add(parameters[1]); sabrRhos.add(parameters[2]); initialParameters = parameters; } } if(useLinearInterpolation) {