/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final CashSettledPayerSwaption payer = new CashSettledPayerSwaption( fixSchedule, floatSchedule, payerStrike, discountCurveName, volatilityCubeName, forwardCurveName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints) ;
final CashSettledPayerSwaption payer = new CashSettledPayerSwaption ( fixSchedule, floatSchedule, payerStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints ) ;
QuotingConvention.VOLATILITYNORMAL); 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; <extra_id_0> marketCashPayer.add(cashPayerPremiums.getValue(maturity, termination, moneyness)); modelCashPayer.add(payer.getValue(optionMaturity, model)); } if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName,