final Object surfacesObject = inputs.getValue(surfacesRequirement);
if (surfacesObject == null) {
throw new OpenGammaRuntimeException("Could not get " + surfacesRequirement);
}
final SABRFittedSurfaces surfaces = (SABRFittedSurfaces) surfacesObject;
final InterpolatedDoublesSurface alphaSurface = surfaces.getAlphaSurface();
final InterpolatedDoublesSurface betaSurface = surfaces.getBetaSurface();
final InterpolatedDoublesSurface nuSurface = surfaces.getNuSurface();
final InterpolatedDoublesSurface rhoSurface = surfaces.getRhoSurface();
final DoubleFunction1D correlationFunction = getCorrelationFunction();
final SABRInterestRateCorrelationParameters modelParameters = new SABRInterestRateCorrelationParameters(alphaSurface, betaSurface, rhoSurface, nuSurface, dayCount, correlationFunction);
return new SABRInterestRateDataBundle(modelParameters, yieldCurves);
}