/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
final Schedule fixSchedule = fixMetaSchedule.generateSchedule( referenceDate, terminationDate) ;
final Schedule fixSchedule = fixMetaSchedule.generateSchedule ( referenceDate, maturityDate, terminationDate ) ;
for(final int maturity : interpolationNodes.getMaturities()) { for(final int termination : interpolationNodes.getTerminationsForMaturity(maturity)) { maturitiesArray[index] = maturity; terminationsArray[index] = termination; final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); <extra_id_0> final double annuity = SwapAnnuity.getSwapAnnuity(fixSchedule.getFixing(0), fixSchedule, model.getDiscountCurve(discountCurveName), model); final double swapRate = swapRateTable.getValue(maturity, termination); volatilitiesArray[index++] = AnalyticFormulas.bachelierOptionImpliedVolatility(swapRate, fixSchedule.getFixing(0), swapRate, annuity, physicalPremiumsATM.getValue(maturity, termination, 0)); } }