/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
modelCashReceiver.add( optionMaturity.getValue( receiver, model) ) ;
modelCashReceiver.add ( receiver.getValue ( optionMaturity, model ) ) ;
if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); marketCashReceiver.add(cashReceiverPremiums.getValue(maturity, termination, moneyness)); <extra_id_0> } } } } marketPhysical = marketPhysicalList.stream().mapToDouble(Double::doubleValue).toArray(); modelPhysical = modelPhysicalList.stream().mapToDouble(Double::doubleValue).toArray();