/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption( floatSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints) ;
final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption ( fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints ) ;
replicationNumberOfEvaluationPoints); marketCashPayer.add(cashPayerPremiums.getValue(maturity, termination, moneyness)); modelCashPayer.add(payer.getValue(optionMaturity, model)); } if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; <extra_id_0> marketCashReceiver.add(cashReceiverPremiums.getValue(maturity, termination, moneyness)); modelCashReceiver.add(receiver.getValue(optionMaturity, model)); } } } }