/src/main/java/net/finmath/singleswaprate/model/volatilities/SABRVolatilityCubeParallelFactory.java
maturitiesList.add ( maturity ) ; terminationsList.add ( termination ) ;
private DataTable makeSwapRateTable() { final ArrayList<Integer> maturitiesList = new ArrayList<>(); final ArrayList<Integer> terminationsList = new ArrayList<>(); final ArrayList<Double> swapRateList = new ArrayList<>(); for(final int maturity : physicalATMSwaptionsVolatilities.getMaturities(0)) { for(final int termination : physicalATMSwaptionsVolatilities.getTenors(0, maturity)) { <extra_id_0> final LocalDate maturityDate = referenceDate.plusMonths(maturity); final LocalDate terminationDate = maturityDate.plusMonths(termination); final Schedule floatSchedule = floatMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final Schedule fixSchedule = fixMetaSchedule.generateSchedule(referenceDate, maturityDate, terminationDate); final double swapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), model); swapRateList.add(swapRate);