/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
private final SwaptionDataLattice cashReceiverPremiums; private final SwaptionDataLattice cashPayerPremiums;
private final SwaptionDataLattice cashPayerPremiums; private final SwaptionDataLattice cashReceiverPremiums;
import net.finmath.singleswaprate.products.CashSettledPayerSwaption; import net.finmath.singleswaprate.products.CashSettledReceiverSwaption; import net.finmath.time.Schedule; import net.finmath.time.SchedulePrototype; public abstract class AbstractCubeCalibration { private final LocalDate referenceDate; <extra_id_0> private final String discountCurveName; private final String forwardCurveName; private final VolatilityCubeModel model; private final AnnuityMappingType annuityMappingType; private int maxIterations = 250; private int numberOfThreads = Runtime.getRuntime().availableProcessors();