/src/main/java/net/finmath/singleswaprate/data/ErrorEstimation.java
marketCashPayer.add( cashPayerPremiums.getValue( maturity, replicationNumberOfEvaluationPoints, moneyness) ) ;
marketCashPayer.add ( cashPayerPremiums.getValue ( maturity, termination, moneyness ) ) ;
for(final int moneyness : cashPayerPremiums.getMoneyness()) { if(cashPayerPremiums.containsEntryFor(maturity, termination, moneyness)) { final double payerStrike = swapRate + moneyness / 10000.0; final CashSettledPayerSwaption payer = new CashSettledPayerSwaption(fixSchedule, floatSchedule, payerStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound, replicationNumberOfEvaluationPoints); <extra_id_0> modelCashPayer.add(payer.getValue(optionMaturity, model)); } if(cashReceiverPremiums.containsEntryFor(maturity, termination, moneyness)) { final double receiverStrike = swapRate - moneyness / 10000.0; final CashSettledReceiverSwaption receiver = new CashSettledReceiverSwaption(fixSchedule, floatSchedule, receiverStrike, discountCurveName, forwardCurveName, volatilityCubeName, annuityMappingType, replicationLowerBound, replicationUpperBound,