/src/main/java/net/finmath/singleswaprate/Utils.java
final SchedulePrototype floatMetaSchedule = cashLattice.getFloatMetaSchedule( ) ;final SchedulePrototype fixMetaSchedule = cashLattice.getFixMetaSchedule( ) ;
final SchedulePrototype fixMetaSchedule = cashLattice.getFixMetaSchedule ( ) ;
physicalLattice = physicalLattice.append(newSwaptions, model); } return physicalLattice; } public static SwaptionDataLattice convertCashLatticeToNormalVolatility(final SwaptionDataLattice cashLattice, final VolatilityCubeModel model) { <extra_id_0> final SchedulePrototype floatMetaSchedule = cashLattice.getFloatMetaSchedule(); final LocalDate referenceDate = cashLattice.getReferenceDate(); final List<Integer> maturities = new ArrayList<>(); final List<Integer> tenors = new ArrayList<>(); final List<Integer> moneynesss = new ArrayList<>(); final List<Double> values = new ArrayList<>();