/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
final double annuity = SwapAnnuity.getSwapAnnuity( optionMaturity, fixSchedule.getDiscountCurve( discountCurveName) , model) ;
final double annuity = SwapAnnuity.getSwapAnnuity ( optionMaturity, fixSchedule, model.getDiscountCurve ( discountCurveName ) , model ) ;
for(final int maturity : nodes.getMaturities()) { for(final int termination : nodes.getTenors()) { final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturity, termination); final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturity, termination); final double optionMaturity = fixSchedule.getFixing(0); final double swapMaturity = fixSchedule.getPayment(fixSchedule.getNumberOfPeriods()-1); <extra_id_0> final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); final double volatility = model.getVolatilityCube(volatilityCubeName).getValue(model, swapMaturity, optionMaturity, swapRate, QuotingConvention.VOLATILITYNORMAL); marketPhysicalList.add(physicalPremiumsATM.getValue(0, maturity, termination)); modelPhysicalList.add(AnalyticFormulas.bachelierOptionValue(swapRate, volatility, optionMaturity, swapRate, annuity)); for(final int moneyness : cashPayerPremiums.getMoneyness()) {