/src/main/java/net/finmath/singleswaprate/model/volatilities/SABRVolatilityCubeParallelFactory.java
final LocalDate terminationDate = terminationDate.plusMonths( termination) ;
final LocalDate terminationDate = maturityDate.plusMonths ( termination ) ;
final ArrayList<Double> swapRateList = new ArrayList<>(); for(final int maturity : physicalATMSwaptionsVolatilities.getMaturities(0)) { for(final int termination : physicalATMSwaptionsVolatilities.getTenors(0, maturity)) { maturitiesList.add(maturity); terminationsList.add(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); swapRateList.add(swapRate); } }