/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final Schedule floatSchedule = floatMetaSchedule.generateSchedule( referenceDate, termination, maturity) ;
final Schedule floatSchedule = floatMetaSchedule.generateSchedule ( referenceDate, maturity, termination ) ;
private void evaluateTenor(final int maturity, final int termination, final VolatilityCubeModel model) { final ArrayList<Double> marketCashPayer = new ArrayList<>(); final ArrayList<Double> marketCashReceiver = new ArrayList<>(); final ArrayList<Double> modelCashPayer = new ArrayList<>(); final ArrayList<Double> modelCashReceiver = new ArrayList<>(); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturity, termination); <extra_id_0> final double optionMaturity = fixSchedule.getFixing(0); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); for(final int moneyness : cashPayerPremiums.getMoneyness()) { if(cashPayerPremiums.containsEntryFor(maturity, termination, moneyness)) { final double payerStrike = swapRate + moneyness / 10000.0; final CashSettledPayerSwaption payer = new CashSettledPayerSwaption(fixSchedule, floatSchedule, payerStrike, discountCurveName,