/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationLowerBound : AbstractCubeCalibration.this.replicationLowerBound; final double replicationLowerBound =
final double replicationLowerBound = replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationLowerBound : AbstractCubeCalibration.this.replicationLowerBound;
floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : receiverSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(getReferenceDate(), swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(getForwardCurveName()), tempModel); strike = forwardSwapRate + swaption.moneyness; <extra_id_0> final double replicationUpperBound = replicationUseAsOffset ? forwardSwapRate + AbstractCubeCalibration.this.replicationUpperBound : AbstractCubeCalibration.this.replicationUpperBound; mappingName = swaption.toString(); if(container.containsKey(mappingName)) { mapping = container.get(mappingName); } else {