/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
final SchedulePrototype fixMetaSchedule = physicalPremiumsATM.getFixMetaSchedule( ) ;SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule( ) ;
SchedulePrototype floatMetaSchedule = cashPayerPremiums.getFloatMetaSchedule ( ) ;
String mappingName; AnnuityMapping mapping; AnnuityMappingFactory factory; final Map<String, AnnuityMapping> container = new HashMap<>(); int index = 0; SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule(); <extra_id_0> for(final SwaptionInfo swaption : payerSwaptions) { fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, swaption.maturity, swaption.termination); forwardSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, tempModel.getForwardCurve(forwardCurveName), tempModel); strike = forwardSwapRate + swaption.moneyness; final double replicationLowerBound =