/src/main/java/net/finmath/singleswaprate/calibration/SABRCubeCalibration.java
for( final int maturity : cashPayerPremiums.getTenors( ) ) {
for ( final int maturity : cashPayerPremiums.getMaturities ( ) ) {
final ArrayList<Integer> nodeTerminations = new ArrayList<>(); final ArrayList<Double> nodeCardinalities = new ArrayList<>(); final Set<Integer> payerStrikes = new TreeSet<>(cashPayerPremiums.getGridNodesPerMoneyness().keySet()); payerStrikes.remove(0); final Set<Integer> receiverStrikes = new TreeSet<>(cashReceiverPremiums.getGridNodesPerMoneyness().keySet()); receiverStrikes.remove(0); <extra_id_0> for(final int termination : cashPayerPremiums.getTenors()) { int count = 1; for(final int strike : payerStrikes) { if(cashPayerPremiums.containsEntryFor(maturity, termination, strike)) { count++; }