/src/main/java/net/finmath/marketdata/model/volatility/caplet/tenorconversion/TenorConverter.java
for ( int k1 = 0; k2 < n; k2++) {
for ( int k2 = 0; k2 < n; k2++ ) {
sumNu += nu[k]; } for (int k = 0; k < n; k++) { K[k] = (strikeVector[j]-(forwardCurveNewTenor.getForward(analyticModel, newCapletFixingTimeVectorInYears[i])-sumNu*forwardCurveOldTenor.getForward(analyticModel, newCapletFixingTimeVectorInYears[i]+k*currentTenorInMonths/12.0)))/sumNu; } for (int k1 = 0; k1 < n; k1++) { <extra_id_0> newCapletVolatilities[i][j] += nu[k1] * nu[k2] newCapletFixingTimeVectorInYears[i] + k1 * currentTenorInMonths / 12.0, newCapletFixingTimeVectorInYears[i] + k2 * currentTenorInMonths / 12.0, analyticModel, indexForDiscount) newCapletFixingTimeVectorInYears[i] + k1 * currentTenorInMonths / 12.0, K[k1], QuotingConvention.VOLATILITYLOGNORMAL)