DoubleMatrix sensitivity = results.getModelParameterSensitivityToData(); double shiftFd = 1.0E-5; for (int i = 0; i < _cleanVols.length; i++) {
DoubleMatrix sensitivity = results.getModelParameterSensitivityToData(); double shiftFd = 1.0E-5; for (int i = 0; i < _cleanVols.length; i++) {
SabrFormulaData.of(sabrCalibrationResult.getFirst().getModelParameters().toArrayUnsafe()); DoubleMatrix parameterSensitivityToBlackShifted = sabrCalibrationResult.getFirst().getModelParameterSensitivityToData(); DoubleArray blackVolSensitivitytoRawData = sabrCalibrationResult.getSecond();