/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
referenceDate.plusMonths( maturity+termination) ).getFixing( 0) ; final double sabrMaturity = floatMetaSchedule.generateSchedule( referenceDate, referenceDate.plusMonths( maturity) ,
final double sabrMaturity = floatMetaSchedule.generateSchedule ( referenceDate, referenceDate.plusMonths ( maturity ) , referenceDate.plusMonths ( maturity+termination ) ) .getFixing ( 0 ) ;
for(final int termination : interpolationNodes.getTerminations()) { terminationArray[index--] = termination; } for(final int maturity : maturityArray) { for(final int termination : terminationArray) { final double parSwapRate = swapRateTable.getValue(maturity, termination); <extra_id_0> int count = 0; for(final int moneyness : physicalVolatilities.keySet()) { if(physicalVolatilities.get(moneyness).containsEntryFor(maturity, termination)) { count++; } }