/src/main/java/net/finmath/marketdata/model/volatilities/SwaptionDataLattice.java
values.add( getValue( displacement, key.tenor, key.moneyness, targetConvention, key.maturity, model) ) ;
values.add ( getValue ( key.maturity, key.tenor, key.moneyness, targetConvention, displacement, model ) ) ;
final List<Integer> moneynesss = new ArrayList<>(); final List<Double> values = new ArrayList<>(); for(final DataKey key : entryMap.keySet()) { maturities.add(key.maturity); tenors.add(key.tenor); moneynesss.add(key.moneyness * reverse); <extra_id_0> } return new SwaptionDataLattice(referenceDate, targetConvention, displacement, forwardCurveName, discountCurveName, floatMetaSchedule, fixMetaSchedule, maturities.stream().mapToInt(Integer::intValue).toArray(), tenors.stream().mapToInt(Integer::intValue).toArray(), moneynesss.stream().mapToInt(Integer::intValue).toArray(),