/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
for( final int maturity : moneyness.getMaturities( cashPayerPremiums) ) {
for ( final int maturity : cashPayerPremiums.getMaturities ( moneyness ) ) {
calibratedParameters = applyParameterBounds(optimizer.getBestFitParameters()); } private void generateTargets() { final ArrayList<Double> targetsPayer = new ArrayList<>(); final ArrayList<Double> targetsReceiver = new ArrayList<>(); for(final int moneyness : cashPayerPremiums.getMoneyness()) { <extra_id_0> for(final int termination : cashPayerPremiums.getTenors(moneyness, maturity)) { targetsPayer.add(cashPayerPremiums.getValue(maturity, termination, moneyness)); payerSwaptions.add( new SwaptionInfo(moneyness, maturity, termination)); } } }