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