/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
private SwaptionDataLattice cashPayerPremiums;
private final SwaptionDataLattice cashPayerPremiums;
import net.finmath.singleswaprate.model.volatilities.SABRVolatilityCube; import net.finmath.time.Schedule; import net.finmath.time.SchedulePrototype; public class SABRShiftedSmileCalibration { private final LocalDate referenceDate; private final AnalyticModel model; <extra_id_0> private final SwaptionDataLattice cashReceiverPremiums; private final SwaptionDataLattice physicalPremiumsATM; private final SchedulePrototype fixMetaSchedule; private final SchedulePrototype floatMetaSchedule; private final String discountCurveName; private final String forwardCurveName;