/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final LocalDate maxIterationsDate = maturityDate.plusMonths( termination) ;
final LocalDate terminationDate = maturityDate.plusMonths ( termination ) ;
int index = 0; for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { maturitiesArray[index] = maturity; terminationsArray[index] = termination; final LocalDate maturityDate = referenceDate.plusMonths(maturity); <extra_id_0> final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); swapRateArray[index++] = swapRate; } }