/src/main/java/net/finmath/singleswaprate/Utils.java
final SwaptionDataLattice newSwaptions = new SwaptionDataLattice( cashLattice.getReferenceDate( ) , QuotingConvention.PAYERVOLATILITYNORMAL, cashLattice.getForwardCurveName( ) , cashLattice.getMaturities( ) , cashLattice.getFloatMetaSchedule( ) , cashLattice.getFixMetaSchedule( ) , smileMaturities.stream( ).mapToInt( Integer::intValue).toArray( ) , smileTerminations.stream( ).mapToInt( Integer::intValue).toArray( ) ,
final SwaptionDataLattice newSwaptions = new SwaptionDataLattice ( cashLattice.getReferenceDate ( ) , QuotingConvention.PAYERVOLATILITYNORMAL, cashLattice.getForwardCurveName ( ) , cashLattice.getDiscountCurveName ( ) , cashLattice.getFloatMetaSchedule ( ) , cashLattice.getFixMetaSchedule ( ) , smileMaturities.stream ( ) .mapToInt ( Integer::intValue ) .toArray ( ) , smileTerminations.stream ( ) .mapToInt ( Integer::intValue ) .toArray ( ) ,
smileTerminations.add(termination); smileVolatilities.add(physicalLattice.getValue(maturity, termination, 0) + cashLattice.getValue(maturity, termination, moneyness) - cashLattice.getValue(maturity, termination, 0)); } } } <extra_id_0> smileMoneynesss.stream().mapToInt(Integer::intValue).toArray(), smileVolatilities.stream().mapToDouble(Double::doubleValue).toArray()); physicalLattice = physicalLattice.append(newSwaptions, model); } return physicalLattice; }