/src/main/java/net/finmath/singleswaprate/model/volatilities/VolatilityCubeFactory.java
final SABRCubeCalibration calibrator = new SABRCubeCalibration( referenceDate, cashPayerPremiums, cashReceiverPremiums, annuityMappingType, model, physicalPremiumsATM, displacement, beta, correlationDecay, iborOisDecorrelation) ;
final SABRCubeCalibration calibrator = new SABRCubeCalibration ( referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, annuityMappingType, displacement, beta, correlationDecay, iborOisDecorrelation ) ;
final SABRShiftedSmileCalibration calibrator = new SABRShiftedSmileCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, displacement, beta, correlationDecay, iborOisDecorrelation); calibrator.setCalibrationParameters(maxIterations, numberOfThreads); return calibrator.build(name); } public SABRVolatilityCube buildSABRVolatilityCube(final String name, final VolatilityCubeModel model, final int[] terminations) throws SolverException { <extra_id_0> calibrator.setCalibrationParameters(maxIterations, numberOfThreads); calibrator.setReplicationParameters(replicationUseAsOffset, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); return calibrator.calibrate(name, terminations); } public SABRVolatilityCube buildSABRVolatilityCube(final String name, final VolatilityCubeModel model, final int[] terminations, final DataTable initialRhos, final DataTable initialBaseVols, final DataTable initialVolvols) throws SolverException {