/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
evaluateTenor(maturity, termination, model);
if ( ( maturity != evaluatedMaturity ) || ( termination != evaluatedTermination ) ) { evaluateTenor ( maturity, termination, model ) ; }
c = (t - sum) - y; sum = t; } return sum / marketCashTenor.length; } public double getCashMaxErrorPercent(final int maturity, final int termination, final VolatilityCubeModel model) { <extra_id_0> double max = 0; for(int i = 0; i < marketCashTenor.length; i++) { max = Math.max(max, Math.abs(modelCashTenor[i] / marketCashTenor[i] - 1)); } return max; }