/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
floatSchedule = floatMetaSchedule.generateSchedule( referenceDate, swaption.maturity) ;
floatSchedule = floatMetaSchedule.generateSchedule ( referenceDate, swaption.maturity, swaption.termination ) ;
values[index++] = css.getValue(floatSchedule.getFixing(0), mapping, tempModel); } fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule(); floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : receiverSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); <extra_id_0> forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(forwardCurveName), tempModel); strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationLowerBound : SABRCubeCalibration.this.replicationLowerBound; final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + SABRCubeCalibration.this.replicationUpperBound : SABRCubeCalibration.this.replicationUpperBound;