/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final double volatility = model.getVolatilityCube( optionMaturity).getValue( model, swapMaturity, volatilityCubeName, swapRate, QuotingConvention.VOLATILITYNORMAL) ;
final double volatility = model.getVolatilityCube ( volatilityCubeName ) .getValue ( model, swapMaturity, optionMaturity, swapRate, QuotingConvention.VOLATILITYNORMAL ) ;
final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturity, termination); final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturity, termination); final double optionMaturity = fixSchedule.getFixing(0); final double swapMaturity = fixSchedule.getPayment(fixSchedule.getNumberOfPeriods()-1); final double annuity = SwapAnnuity.getSwapAnnuity(optionMaturity, fixSchedule, model.getDiscountCurve(discountCurveName), model); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); <extra_id_0> marketPhysicalList.add(physicalPremiumsATM.getValue(0, maturity, termination)); modelPhysicalList.add(AnalyticFormulas.bachelierOptionValue(swapRate, volatility, optionMaturity, swapRate, annuity)); for(final int moneyness : cashPayerPremiums.getMoneyness()) { if(cashPayerPremiums.containsEntryFor(maturity, termination, moneyness)) { final double payerStrike = swapRate + moneyness / 10000.0; final CashSettledPayerSwaption payer = new CashSettledPayerSwaption(fixSchedule, floatSchedule, payerStrike, discountCurveName,