/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if( cashPayerPremiums.containsEntryFor( maturity, strike, termination) ) {
if ( cashPayerPremiums.containsEntryFor ( maturity, termination, strike ) ) {
final Set<Integer> receiverStrikes = new TreeSet<>(cashReceiverPremiums.getGridNodesPerMoneyness().keySet()); receiverStrikes.remove(0); for(final int maturity : physicalPremiumsATM.getMaturities()) { for(final int termination : physicalPremiumsATM.getTenors(0, maturity)) { int count = 1; for(final int strike : payerStrikes) { <extra_id_0> count++; } } for(final int strike : receiverStrikes) { if(cashReceiverPremiums.containsEntryFor(maturity, termination, strike)) { count++;