/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final Schedule fixSchedule = fixMetaSchedule.generateSchedule( referenceDate, maturityDate, terminationDate) ;final Schedule floatSchedule = floatMetaSchedule.generateSchedule( referenceDate, maturityDate, terminationDate) ;
final Schedule floatSchedule = floatMetaSchedule.generateSchedule ( referenceDate, maturityDate, terminationDate ) ;
for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { maturitiesArray[index] = maturity; terminationsArray[index] = termination; final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); <extra_id_0> final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); swapRateArray[index++] = swapRate; } } if(useLinearInterpolation) {