/src/main/java/net/finmath/singleswaprate/model/volatilities/VolatilityCubeFactory.java
this.cashPayerPremiums = cashPayerPremiums; this.referenceDate = referenceDate;
this.referenceDate = referenceDate; this.cashPayerPremiums = cashPayerPremiums;
private double replicationLowerBound = -0.15; private double replicationUpperBound = 0.15; private int replicationNumberOfEvaluationPoints = 500; public VolatilityCubeFactory(final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalPremiumsATM, final double displacement, final double beta, final double correlationDecay, final double iborOisDecorrelation, final AnnuityMappingType annuityMappingType) { super(); <extra_id_0> this.cashReceiverPremiums = cashReceiverPremiums; this.physicalPremiumsATM = physicalPremiumsATM; this.displacement = displacement; this.beta = beta; this.correlationDecay = correlationDecay; this.iborOisDecorrelation = iborOisDecorrelation;