/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
this.referenceDate = null;
this.referenceDate = referenceDate;
return returnMap; } public SABRShiftedSmileCalibration(final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalPremiumsATM, final AnalyticModel model, final double sabrDisplacement, final double sabrBeta, final double correlationDecay, final double iborOisDecorrelation) { super(); <extra_id_0> this.physicalPremiumsATM = physicalPremiumsATM; this.cashPayerPremiums = cashPayerPremiums; this.cashReceiverPremiums = cashReceiverPremiums; this.model = model; this.sabrDisplacement = sabrDisplacement; this.sabrBeta = sabrBeta;