/src/main/java/net/finmath/singleswaprate/calibration/SABRShiftedSmileCalibration.java
return new SABRVolatilityCube( name, referenceDate, swapRateTable, sabrDisplacement, sabrBeta, rhoTable, baseVolTable, volvolTable, sabrBeta, iborOisDecorrelation) ;
return new SABRVolatilityCube ( name, referenceDate, swapRateTable, sabrDisplacement, sabrBeta, rhoTable, baseVolTable, volvolTable, correlationDecay, iborOisDecorrelation ) ;
findInterpolationNodes(); makeSwapRateTable(); findPayerVolatilities(); findReceiverVolatilities(); makePhysicalVolatilities(); calibrateSmilesOnNodes(); <extra_id_0> } private void calibrateSmilesOnNodes() throws SolverException { final ArrayList<Integer> maturities = new ArrayList<>(); final ArrayList<Integer> terminations = new ArrayList<>(); final ArrayList<Double> sabrRhos = new ArrayList<>(); final ArrayList<Double> sabrBaseVols = new ArrayList<>();