  We present a computational approach, allowing for a self-consistent treatment
of three-dimensional (3D) fishnet metamaterial coupled to a gain material
incorporated into the nanostructure. We show numerically that one can
compensate the losses by incorporating gain material inside the fishnet
structure. The pump rate needed to compensate the loss is much smaller than the
bulk gain and the figure of merit (FOM = |Re(n)/Im(n)|) increases dramatically
with the pump rate. Transmission, reflection, and absorption data, as well as
the retrieved effective parameters, are presented for the fishnet structure
with and without gain material. Kramers-Kronig relations of the effective
parameters are in excellent agreement with the retrieved results with gain.
