/src/main/java/net/finmath/singleswaprate/calibration/AbstractCubeCalibration.java
private final LocalDate maturity; private final double moneyness;
private final double moneyness; private final LocalDate maturity;
return initialParameters; } public void setInitialParameters(final double[] initialParameters) { this.initialParameters = initialParameters; } protected class SwaptionInfo { <extra_id_0> private final LocalDate termination; SwaptionInfo(final int moneyness, final int maturity, final int termination) { this.moneyness = moneyness / 10000.0; this.maturity = getReferenceDate().plusMonths(maturity); this.termination = this.maturity.plusMonths(termination); }