/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
final SchedulePrototype floatMetaSchedule = physicalPremiumsATM.getFloatMetaSchedule( ) ;fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule( ) ;
fixMetaSchedule = cashReceiverPremiums.getFixMetaSchedule ( ) ;
container.put(mappingName, mapping); } final CashSettledPayerSwaption css = new CashSettledPayerSwaption(fixSchedule, floatSchedule, strike, discountCurveName, forwardCurveName, tempCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); values[index++] = css.getValue(floatSchedule.getFixing(0), mapping, tempModel); } <extra_id_0> floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); for(final SwaptionInfo swaption : receiverSwaptions) { 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;