/src/main/java/net/finmath/singleswaprate/Utils.java
final SchedulePrototype floatMetaSchedule = cashLattice.getFloatMetaSchedule( ) ;final LocalDate referenceDate = cashLattice.getReferenceDate( ) ;
final LocalDate referenceDate = cashLattice.getReferenceDate ( ) ;
return physicalLattice; } public static SwaptionDataLattice convertCashLatticeToNormalVolatility(final SwaptionDataLattice cashLattice, final VolatilityCubeModel model) { final SchedulePrototype fixMetaSchedule = cashLattice.getFixMetaSchedule(); final SchedulePrototype floatMetaSchedule = cashLattice.getFloatMetaSchedule(); <extra_id_0> final List<Integer> maturities = new ArrayList<>(); final List<Integer> tenors = new ArrayList<>(); final List<Integer> moneynesss = new ArrayList<>(); final List<Double> values = new ArrayList<>(); boolean isPayer; if(cashLattice.getQuotingConvention() == QuotingConvention.PAYERPRICE) {