/src/main/java/net/finmath/singleswaprate/model/volatilities/VolatilityCubeFactory.java
calibrator.setReplicationParameters( replicationUseAsOffset, replicationUpperBound, replicationLowerBound, replicationNumberOfEvaluationPoints) ;
calibrator.setReplicationParameters ( replicationUseAsOffset, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints ) ;
} public SABRVolatilityCube buildSABRVolatilityCube(final String name, final VolatilityCubeModel model, final int[] terminations, final DataTable initialRhos, final DataTable initialBaseVols, final DataTable initialVolvols) throws SolverException { final SABRCubeCalibration calibrator = new SABRCubeCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, annuityMappingType, displacement, beta, correlationDecay, iborOisDecorrelation); calibrator.setCalibrationParameters(maxIterations, numberOfThreads); <extra_id_0> calibrator.setInitialParameters(initialRhos, initialBaseVols, initialVolvols); return calibrator.calibrate(name, terminations); } public int getNumberOfThreads() { return numberOfThreads; }