/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapletVolBootstrapping.java
if ( capVolMarketData.getStrike( currentExpiryInMonths) +1 < capVolMarketData.getNumberOfExpiryDates( ) ) {
if ( capVolMarketData.getRowIndex ( currentExpiryInMonths ) +1 < capVolMarketData.getNumberOfExpiryDates ( ) ) {
for (int m = i; i - m < (currentExpiryInMonths-lastExpiryInMonths)/capVolMarketData.getUnderlyingTenorInMonths(); m--) { capletVolMatrix[m-1][j] = volaBestPoint; } } lastExpiryInMonths = currentExpiryInMonths; lastCaplet = i; <extra_id_0> currentExpiryInMonths = capVolMarketData.getExpiryInMonths(capVolMarketData.getRowIndex(currentExpiryInMonths)+1); } } } return capletVolMatrix; }