/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
this.annuityMappingType = null;
this.annuityMappingType = annuityMappingType;
} this.referenceDate = referenceDate; this.physicalPremiumsATM = physicalPremiumsATM; this.cashPayerPremiums = cashPayerPremiums; this.cashReceiverPremiums = cashReceiverPremiums; this.model = model; <extra_id_0> tableMetaSchedule = physicalPremiumsATM.getFloatMetaSchedule(); discountCurveName = cashPayerPremiums.getDiscountCurveName(); forwardCurveName = cashPayerPremiums.getForwardCurveName(); } public SABRCubeCalibration(final LocalDate referenceDate, final SwaptionDataLattice cashPayerPremiums, final SwaptionDataLattice cashReceiverPremiums, final SwaptionDataLattice physicalPremiumsATM, final VolatilityCubeModel model, final AnnuityMappingType annuityMappingType,