/src/main/java/net/finmath/singleswaprate/model/volatilities/VolatilityCubeFactory.java
final String forwardCurveName  = cashPayerPremiums.getForwardCurveName ( ) ; return SABRVolatilityCubeParallelFactory.createSABRVolatilityCubeParallel ( name, referenceDate, fixMetaSchedule, floatMetaSchedule, displacement, beta, rho, volvol, correlationDecay, iborOisDecorrelation, physicalATMSwaptions, model, forwardCurveName ) ; }
this.annuityMappingType = annuityMappingType; } public SABRVolatilityCubeParallel buildParallelSABRCube(final String name, final double rho, final double volvol, final SwaptionDataLattice physicalATMSwaptions, final VolatilityCubeModel model) { final SchedulePrototype fixMetaSchedule = cashPayerPremiums.getFixMetaSchedule(); final SchedulePrototype floatMetaSchedule = cashReceiverPremiums.getFloatMetaSchedule(); <extra_id_0> public SABRVolatilityCube buildShiftedSmileSABRCube(final String name, final VolatilityCubeModel model) throws SolverException { final SABRShiftedSmileCalibration calibrator = new SABRShiftedSmileCalibration(referenceDate, cashPayerPremiums, cashReceiverPremiums, physicalPremiumsATM, model, displacement, beta, correlationDecay, iborOisDecorrelation); calibrator.setCalibrationParameters(maxIterations, numberOfThreads); return calibrator.build(name);