* @param mu The tail thickness parameter.
*/
public PresentValueCurveSensitivitySABRSwaptionRightExtrapolationCalculator(final double cutOffStrike, final double mu) {
_mu = mu;
_cutOffStrike = cutOffStrike;
_methodExtraCMSCpn = new CouponCMSSABRExtrapolationRightReplicationMethod(_cutOffStrike, _mu);
_methodExtraCMSCap = new CapFloorCMSSABRExtrapolationRightReplicationMethod(_cutOffStrike, _mu);
_methodSwptPhys = new SwaptionPhysicalFixedIborSABRExtrapolationRightMethod(_cutOffStrike, _mu);
_methodSwptCash = new SwaptionCashFixedIborSABRExtrapolationRightMethod(_cutOffStrike, _mu);
}