/src/main/java/net/finmath/singleswaprate/model/volatilities/SABRVolatilityCube.java
private final QuotingConvention quotingConvention ;
private final QuotingConvention quotingConvention = QuotingConvention.VOLATILITYNORMAL;
private final double sabrBeta; private final DataTable rhoTable; private final DataTable baseVolTable; private final DataTable volvolTable; private final double iborOisDecorrelation; private final double correlationDecay; <extra_id_0> public SABRVolatilityCube(final String name, final LocalDate referenceDate, final DataTable swapRateTable, final double sabrDisplacement, final double sabrBeta, final DataTable rhoTable, final DataTable baseVolTable, final DataTable volvolTable, final double correlationDecay) { this(name, referenceDate, swapRateTable, sabrDisplacement, sabrBeta, rhoTable, baseVolTable, volvolTable, correlationDecay, 1.0); } public SABRVolatilityCube(final String name, final LocalDate referenceDate, final DataTable swapRateTable,