* Tests the correctness of LMM DD calibration to swaptions with SABR price.
*/
public void calibration() {
final LiborMarketModelDisplacedDiffusionParameters lmmParameters = LMM_PARAM_INIT.copy();
final SwaptionPhysicalLMMDDSuccessiveLeastSquareCalibrationObjective objective = new SwaptionPhysicalLMMDDSuccessiveLeastSquareCalibrationObjective(lmmParameters);
final SuccessiveLeastSquareCalibrationEngine calibrationEngine = new SwaptionPhysicalLMMDDSuccessiveLeastSquareCalibrationEngine(objective, NB_STRIKE);
final SwaptionPhysicalFixedIbor[] swaptionCalibration = METHOD_BASKET.calibrationBasketFixedLegPeriod(SWAPTION_AMORTIZED, MONEYNESS);
calibrationEngine.addInstrument(swaptionCalibration, METHOD_SABR);
calibrationEngine.calibrate(SABR_BUNDLE);
final CurrencyAmount[][] pvSabr = new CurrencyAmount[SWAP_TENOR_YEAR.length][NB_STRIKE];
final CurrencyAmount[][] pvLmm = new CurrencyAmount[SWAP_TENOR_YEAR.length][NB_STRIKE];
final double[][] pvDiff = new double[SWAP_TENOR_YEAR.length][NB_STRIKE];
final double[] pvDiffTot = new double[SWAP_TENOR_YEAR.length];
for (int loopexp = 0; loopexp < SWAP_TENOR_YEAR.length; loopexp++) {