/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
if( physicalVolatilities.get( moneyness).containsEntryFor( maturity) ) {
if ( physicalVolatilities.get ( moneyness ) .containsEntryFor ( maturity, termination ) ) {
} } final double[] marketStrikes = new double[count]; final double[] marketVolatilities = new double[count]; index = 0; for(final int moneyness : physicalVolatilities.keySet()) { <extra_id_0> marketStrikes[index] = parSwapRate + moneyness /10000.0; marketVolatilities[index++] = physicalVolatilities.get(moneyness).getValue(maturity, termination); } } final LevenbergMarquardt optimizer = new LevenbergMarquardt( initialParameters,